+469.5%
SPMO vs TYL
+183.3%
+286.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | +9.8% | -1.6% | +11.4% | +10.2% |
| 30D | -9.2% | +22.1% | -31.3% | -14.3% |
| 3M | -11.0% | +33.4% | -44.3% | -18.5% |
| 6M | -6.6% | +36.8% | -43.4% | -16.5% |
| YTD | +13.3% | -6.7% | +20.0% | +13.8% |
| 1Y | +12.7% | -9.2% | +21.9% | +14.1% |
| 3Y | +127.5% | +1.2% | +126.3% | +115.9% |
| 5Y | +117.4% | -23.0% | +140.4% | +126.2% |
| All | +469.5% | +183.3% | +286.2% | +269.0% |
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