-11.6%
TYL vs SNY
-9.4%
-2.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.3% |
| 7D | -8.6% | -3.6% | -4.9% | -7.9% |
| 30D | +7.5% | -1.4% | +9.0% | +7.8% |
| 3M | +10.9% | -4.2% | +15.1% | +11.7% |
| 6M | -6.7% | +2.0% | -8.7% | -6.9% |
| YTD | -24.5% | -6.7% | -17.8% | -23.7% |
| 1Y | -38.6% | -4.7% | -33.9% | -38.1% |
| All | -11.6% | -9.4% | -2.2% | -12.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling