-9.9%
TYL vs SM
+70.4%
-80.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -15.3% | +20.0% | +5.6% |
| 7D | +17.3% | -21.5% | +38.7% | +19.0% |
| 30D | +28.9% | -11.4% | +40.3% | +29.1% |
| 3M | +35.1% | +0.6% | +34.4% | +33.5% |
| 6M | +29.3% | +0.2% | +29.1% | +26.7% |
| YTD | -6.8% | +69.7% | -76.4% | -17.0% |
| 1Y | -9.9% | +71.6% | -81.5% | -20.0% |
| All | -9.9% | +70.4% | -80.3% | -20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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