+7,239.3%
TYL vs SNY
+253.7%
+6,985.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.2% | -3.8% | -3.9% |
| 7D | -3.7% | -1.3% | -2.4% | -3.2% |
| 30D | +18.7% | +3.4% | +15.3% | +17.3% |
| 3M | +18.1% | -0.3% | +18.4% | +18.3% |
| 6M | -1.1% | +1.0% | -2.1% | -1.7% |
| YTD | -19.8% | -3.6% | -16.2% | -18.9% |
| 1Y | -34.3% | +3.0% | -37.3% | -35.4% |
| 3Y | -8.2% | -4.3% | -3.9% | -10.3% |
| 5Y | -25.4% | +5.2% | -30.6% | -30.9% |
| 10Y | +115.6% | +70.2% | +45.4% | +60.3% |
| All | +7,239.3% | +253.7% | +6,985.6% | +3,635.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling