-64.8%
SPCH vs TYL
+41.1%
-105.8%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.8% | -2.3% | +19.1% | +16.3% |
| 7D | -3.0% | +6.7% | -9.7% | -2.3% |
| 30D | -39.8% | +26.5% | -66.4% | -40.0% |
| 3M | +16.8% | +37.3% | -20.5% | +6.6% |
| All | -64.8% | +41.1% | -105.8% | -69.8% |
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 5y: 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…
5y analysis · Full analysis span regression · Available span rolling