+1.9%
TYL vs SITM
+269.8%
-267.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +17.4% | -19.7% | -2.1% |
| 7D | +6.7% | -6.7% | +13.4% | +6.7% |
| 30D | +26.5% | -37.3% | +63.9% | +26.5% |
| 3M | +37.3% | -39.4% | +76.6% | +37.3% |
| 6M | +31.2% | -33.1% | +64.3% | +29.7% |
| YTD | -7.4% | +18.0% | -25.4% | -12.2% |
| 1Y | -9.6% | +22.7% | -32.2% | -14.7% |
| 3Y | +1.9% | +283.8% | -281.9% | -19.1% |
| All | +1.9% | +269.8% | -267.9% | -19.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling