-22.8%
TYL vs SM
-13.5%
-9.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.2% | -0.3% |
| 7D | +3.5% | -22.3% | +25.8% | +6.2% |
| 30D | +26.9% | -21.4% | +48.2% | +29.9% |
| 3M | +33.8% | +1.4% | +32.5% | +32.6% |
| 6M | +28.8% | +0.1% | +28.7% | +27.0% |
| YTD | -7.9% | +59.0% | -66.8% | -14.9% |
| 1Y | -9.8% | +64.3% | -74.1% | -17.1% |
| 3Y | +1.2% | -13.1% | +14.3% | -2.8% |
| 5Y | -22.8% | -13.9% | -8.9% | -28.2% |
| All | -22.8% | -13.5% | -9.3% | -28.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling