+485.0%
SPMO vs TYL
+152.0%
+333.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.6% | +5.0% | +4.5% |
| 7D | -1.9% | +3.5% | -5.5% | -2.8% |
| 30D | -14.1% | +26.9% | -41.0% | -19.2% |
| 3M | -13.1% | +33.8% | -46.9% | -19.9% |
| 6M | -9.4% | +28.8% | -38.2% | -16.7% |
| YTD | +9.5% | -7.9% | +17.4% | +10.1% |
| 1Y | +10.5% | -9.8% | +20.3% | +11.7% |
| 3Y | +124.4% | +1.2% | +123.2% | +114.4% |
| 5Y | +110.5% | -22.8% | +133.3% | +115.7% |
| 10Y | +450.3% | +168.8% | +281.5% | +309.1% |
| All | +485.0% | +152.0% | +333.0% | +337.0% |
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 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