+308.8%
SPOT vs TYL
+103.2%
+205.6%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.4% |
| 7D | +2.5% | +3.5% | -1.0% | +0.4% |
| 30D | +15.1% | +26.9% | -11.8% | -0.2% |
| 3M | +24.8% | +33.8% | -9.1% | +4.4% |
| 6M | +45.8% | +28.8% | +16.9% | +22.9% |
| YTD | +4.9% | -7.9% | +12.8% | +7.1% |
| 1Y | -1.3% | -9.8% | +8.5% | +1.9% |
| 3Y | +257.7% | +1.2% | +256.5% | +224.2% |
| 5Y | +118.5% | -22.8% | +141.3% | +131.6% |
| All | +308.8% | +103.2% | +205.6% | +137.0% |
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