-34.3%
TYL vs SM
+36.8%
-71.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.1% | -0.9% | -3.7% |
| 7D | -3.7% | -0.5% | -3.2% | -3.6% |
| 30D | +18.7% | +25.6% | -6.8% | +16.5% |
| 3M | +18.1% | +8.0% | +10.1% | +16.9% |
| 6M | -1.1% | +50.8% | -51.9% | -5.9% |
| YTD | -19.8% | +97.9% | -117.7% | -25.6% |
| 1Y | -34.3% | +33.8% | -68.1% | -40.8% |
| All | -34.3% | +36.8% | -71.1% | -40.8% |
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