+168.9%
TYL vs SM
+8.2%
+160.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.0% | -3.3% | -2.3% |
| 7D | +6.7% | -25.9% | +32.6% | +7.9% |
| 30D | +26.5% | -15.1% | +41.7% | +27.2% |
| 3M | +37.3% | +4.9% | +32.4% | +36.7% |
| 6M | +31.2% | +6.1% | +25.0% | +30.3% |
| YTD | -7.4% | +63.4% | -70.8% | -9.7% |
| 1Y | -9.6% | +72.5% | -82.0% | -12.1% |
| 3Y | +1.9% | -16.9% | +18.8% | +1.0% |
| 5Y | -21.1% | -10.6% | -10.5% | -22.5% |
| All | +168.9% | +8.2% | +160.7% | +148.9% |
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