-24.6%
TYL vs SITM
+174.1%
-198.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +6.5% | -10.6% | -4.7% |
| 7D | -3.7% | +9.7% | -13.4% | -4.7% |
| 30D | +18.7% | +12.7% | +6.0% | +16.1% |
| 3M | +18.1% | -13.4% | +31.6% | +17.6% |
| 6M | -1.1% | +59.6% | -60.7% | -11.9% |
| YTD | -19.8% | +73.3% | -93.1% | -30.2% |
| 1Y | -34.3% | +165.5% | -199.9% | -47.8% |
| 3Y | -8.2% | +368.7% | -376.9% | -41.7% |
| All | -24.6% | +174.1% | -198.7% | -52.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling