+526.3%
SPMO vs TYL
+102.8%
+423.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.3% |
| 7D | +2.7% | -8.6% | +11.3% | +5.2% |
| 30D | +1.1% | +7.5% | -6.5% | -1.3% |
| 3M | +2.0% | +10.9% | -8.9% | -2.4% |
| 6M | +26.5% | -6.7% | +33.3% | +26.9% |
| YTD | +26.5% | -24.5% | +51.0% | +35.2% |
| 1Y | +27.9% | -38.6% | +66.6% | +46.9% |
| 3Y | +160.4% | -12.6% | +173.0% | +156.0% |
| 5Y | +151.5% | -28.2% | +179.7% | +160.3% |
| 10Y | +526.3% | +104.0% | +422.3% | +338.2% |
| All | +526.3% | +102.8% | +423.6% | +338.2% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling