-60.5%
SPCH vs TYL
+40.3%
-100.8%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -0.6% | +12.5% | +11.8% |
| 7D | +6.2% | +3.5% | +2.7% | +6.7% |
| 30D | -28.1% | +26.9% | -55.0% | -28.5% |
| 3M | -0.5% | +33.8% | -34.3% | -8.1% |
| All | -60.5% | +40.3% | -100.8% | -66.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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 · Available span rolling