-9.9%
TYL vs SNY
+2.7%
-12.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +4.7% | 0.0% | +1.9% |
| 7D | +17.3% | +12.4% | +4.9% | +9.7% |
| 30D | +28.9% | +20.1% | +8.8% | +16.1% |
| 3M | +35.1% | +11.2% | +23.8% | +26.8% |
| 6M | +29.3% | +9.5% | +19.8% | +22.1% |
| YTD | -6.8% | +3.4% | -10.2% | -7.5% |
| 1Y | -9.9% | +2.0% | -11.9% | -10.0% |
| All | -9.9% | +2.7% | -12.6% | -10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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