+254.8%
SPOT vs TYL
+69.0%
+185.8%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.5% | +1.9% | +0.1% |
| 7D | -2.9% | -7.6% | +4.8% | +1.8% |
| 30D | +8.3% | +11.3% | -3.0% | +1.3% |
| 3M | +5.1% | +14.5% | -9.4% | -4.3% |
| 6M | -6.5% | -7.1% | +0.7% | -4.0% |
| YTD | -9.0% | -23.4% | +14.4% | +3.9% |
| 1Y | -26.4% | -38.6% | +12.2% | -3.9% |
| 3Y | +240.0% | -11.3% | +251.3% | +229.9% |
| 5Y | +111.7% | -28.0% | +139.7% | +133.5% |
| All | +254.8% | +69.0% | +185.8% | +129.8% |
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