+180.7%
TYL vs SM
+4.8%
+176.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.8% |
| 7D | +4.3% | -19.5% | +23.8% | +5.1% |
| 30D | +28.0% | -20.2% | +48.2% | +29.0% |
| 3M | +32.3% | -6.5% | +38.8% | +32.4% |
| 6M | +29.9% | +1.6% | +28.4% | +29.3% |
| YTD | -7.1% | +61.2% | -68.4% | -9.4% |
| 1Y | -9.2% | +65.4% | -74.6% | -11.6% |
| 3Y | +0.7% | -13.0% | +13.7% | -0.3% |
| 5Y | -21.1% | -4.3% | -16.8% | -22.5% |
| All | +180.7% | +4.8% | +176.0% | +160.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling