+573.2%
SPMO vs TYL
+119.4%
+453.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.0% | +5.6% | +2.6% |
| 7D | +2.0% | -3.7% | +5.7% | +2.9% |
| 30D | -0.4% | +18.7% | -19.1% | -4.9% |
| 3M | -1.9% | +18.1% | -20.0% | -7.3% |
| 6M | +25.0% | -1.1% | +26.2% | +23.6% |
| YTD | +26.0% | -19.8% | +45.8% | +31.8% |
| 1Y | +28.7% | -34.3% | +63.0% | +43.2% |
| 3Y | +160.9% | -8.2% | +169.1% | +155.2% |
| 5Y | +147.9% | -25.4% | +173.3% | +154.1% |
| 10Y | +518.9% | +115.6% | +403.4% | +379.6% |
| All | +573.2% | +119.4% | +453.9% | +423.3% |
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