+19.1%
TYL vs SITM
+4,437.5%
-4,418.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.3% |
| 7D | -8.6% | +3.7% | -12.3% | -9.0% |
| 30D | +7.5% | -14.5% | +22.1% | +9.0% |
| 3M | +10.9% | -10.6% | +21.5% | +10.1% |
| 6M | -6.7% | +65.5% | -72.3% | -16.5% |
| YTD | -24.5% | +67.0% | -91.5% | -33.2% |
| 1Y | -38.6% | +138.6% | -177.2% | -49.3% |
| 3Y | -12.6% | +421.8% | -434.4% | -41.5% |
| 5Y | -28.2% | +172.4% | -200.7% | -50.4% |
| All | +19.1% | +4,437.5% | -4,418.4% | -40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SITM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling