+45.3%
TYL vs SITM
+3,415.8%
-3,370.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +9.6% | -10.2% | -1.5% |
| 7D | +3.5% | +9.4% | -5.8% | +2.1% |
| 30D | +26.9% | -25.4% | +52.3% | +29.8% |
| 3M | +33.8% | -37.0% | +70.8% | +38.4% |
| 6M | +28.8% | -45.1% | +74.0% | +33.0% |
| YTD | -7.9% | +29.4% | -37.3% | -17.4% |
| 1Y | -9.8% | +39.8% | -49.6% | -20.4% |
| 3Y | +1.2% | +328.2% | -327.0% | -31.9% |
| 5Y | -22.8% | +87.4% | -110.2% | -44.9% |
| All | +45.3% | +3,415.8% | -3,370.5% | -26.5% |
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 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