-38.6%
TYL vs SITM
+150.1%
-188.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.1% | -2.3% | -4.7% |
| 7D | -7.6% | +8.4% | -16.0% | -6.8% |
| 30D | +11.3% | -17.4% | +28.7% | +9.7% |
| 3M | +14.5% | -9.8% | +24.3% | +14.8% |
| 6M | -7.1% | +83.0% | -90.1% | -6.0% |
| YTD | -23.4% | +69.6% | -93.0% | -22.7% |
| 1Y | -38.6% | +144.9% | -183.5% | -38.8% |
| All | -38.6% | +150.1% | -188.7% | -38.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling