+47.9%
TYL vs SITM
+3,535.1%
-3,487.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.3% | -5.4% | +0.3% |
| 7D | +0.5% | +17.2% | -16.6% | -1.4% |
| 30D | +25.2% | -17.1% | +42.3% | +26.6% |
| 3M | +31.8% | -29.2% | +60.9% | +34.5% |
| 6M | +36.3% | -47.6% | +83.8% | +41.8% |
| YTD | -6.3% | +33.8% | -40.1% | -16.2% |
| 1Y | -9.5% | +54.1% | -63.6% | -21.1% |
| 3Y | +1.6% | +337.6% | -335.9% | -31.7% |
| 5Y | -21.8% | +89.7% | -111.5% | -44.2% |
| All | +47.9% | +3,535.1% | -3,487.2% | -25.5% |
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