+116.6%
TYL vs SM
+6.6%
+110.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.5% | -1.5% | -3.9% |
| 7D | -3.7% | +0.1% | -3.8% | -3.7% |
| 30D | +18.7% | +26.3% | -7.6% | +17.6% |
| 3M | +18.1% | +8.7% | +9.5% | +17.5% |
| 6M | -1.1% | +51.7% | -52.8% | -3.1% |
| YTD | -19.8% | +99.0% | -118.9% | -22.3% |
| 1Y | -34.3% | +34.6% | -68.9% | -35.5% |
| 3Y | -8.2% | -7.8% | -0.5% | -9.3% |
| 5Y | -25.4% | +104.8% | -130.2% | -28.2% |
| All | +116.6% | +6.6% | +110.0% | +99.3% |
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