+1.8%
TYL vs SNY
+22.5%
-20.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | +0.8% | +2.8% | -2.0% | +0.1% |
| 30D | +21.1% | +21.6% | -0.5% | +15.4% |
| 3M | +28.9% | +10.5% | +18.4% | +25.5% |
| 6M | +42.0% | +14.0% | +28.0% | +37.5% |
| YTD | -6.6% | +5.4% | -11.9% | -8.3% |
| 1Y | -9.1% | -2.5% | -6.6% | -9.9% |
| 3Y | +1.8% | +22.1% | -20.2% | -5.6% |
| All | +1.8% | +22.5% | -20.7% | -5.6% |
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