+460.3%
SPMO vs TYL
+153.4%
+306.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.3% | +3.9% | +2.1% |
| 7D | -8.7% | +6.7% | -15.4% | -10.2% |
| 30D | -18.7% | +26.5% | -45.2% | -23.5% |
| 3M | -16.4% | +37.3% | -53.7% | -23.4% |
| 6M | -11.9% | +31.2% | -43.0% | -19.5% |
| YTD | +4.9% | -7.4% | +12.2% | +5.3% |
| 1Y | +6.2% | -9.6% | +15.8% | +7.3% |
| 3Y | +115.1% | +1.9% | +113.2% | +105.1% |
| 5Y | +102.2% | -21.1% | +123.3% | +105.7% |
| 10Y | +422.3% | +171.8% | +250.5% | +287.8% |
| All | +460.3% | +153.4% | +306.9% | +318.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling