-9.2%
TYL vs SM
+78.0%
-87.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.2% | -5.6% | -0.7% |
| 7D | -1.6% | +10.6% | -12.2% | -2.1% |
| 30D | +22.1% | -15.0% | +37.1% | +23.1% |
| 3M | +33.4% | +1.7% | +31.7% | +32.0% |
| 6M | +36.8% | +5.9% | +30.9% | +33.6% |
| YTD | -6.7% | +79.0% | -85.7% | -16.9% |
| 1Y | -9.2% | +84.7% | -93.9% | -19.5% |
| All | -9.2% | +78.0% | -87.2% | -19.5% |
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