+7,770.9%
TYL vs SM
+1,608.3%
+6,162.6%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.5% | -1.5% | -3.8% |
| 7D | -3.7% | +0.1% | -3.8% | -3.7% |
| 30D | +18.7% | +26.3% | -7.6% | +16.1% |
| 3M | +18.1% | +8.7% | +9.5% | +16.8% |
| 6M | -1.1% | +51.7% | -52.8% | -5.5% |
| YTD | -19.8% | +99.0% | -118.9% | -25.4% |
| 1Y | -34.3% | +34.6% | -68.9% | -36.8% |
| 3Y | -8.2% | -7.8% | -0.5% | -10.3% |
| 5Y | -25.4% | +104.8% | -130.2% | -33.9% |
| 10Y | +115.6% | +7.2% | +108.3% | +65.1% |
| All | +7,770.9% | +1,608.3% | +6,162.6% | +3,969.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling