+46.5%
TYL vs SITM
+3,318.8%
-3,272.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.8% | +3.6% | +1.1% |
| 7D | +4.3% | -0.1% | +4.4% | +3.9% |
| 30D | +28.0% | -27.4% | +55.4% | +31.2% |
| 3M | +32.3% | -35.6% | +67.9% | +36.4% |
| 6M | +29.9% | -46.6% | +76.6% | +34.5% |
| YTD | -7.1% | +25.8% | -33.0% | -16.5% |
| 1Y | -9.2% | +38.2% | -47.5% | -19.9% |
| 3Y | +0.7% | +311.5% | -310.8% | -31.9% |
| 5Y | -21.1% | +94.6% | -115.7% | -43.9% |
| All | +46.5% | +3,318.8% | -3,272.3% | -25.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling