+468.7%
SPCX vs TYL
-26.4%
+495.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -2.3% | +10.9% | -6.4% |
| 7D | -0.3% | +6.7% | -7.0% | +48.6% |
| 30D | -19.9% | +26.5% | -46.4% | +212.0% |
| 3M | +16.8% | +37.3% | -20.5% | +444.4% |
| 6M | +421.0% | -8.7% | +429.7% | +352.4% |
| YTD | +421.0% | -8.7% | +429.7% | +352.4% |
| 1Y | +421.0% | -8.7% | +429.7% | +352.4% |
| All | +468.7% | -26.4% | +495.1% | +387.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling