+301.7%
SPOT vs TYL
+105.8%
+195.8%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.3% | -1.5% |
| 7D | -2.6% | -1.6% | -1.0% | -1.7% |
| 30D | +13.5% | +22.1% | -8.6% | +0.7% |
| 3M | +22.2% | +33.4% | -11.1% | +2.5% |
| 6M | +38.3% | +36.8% | +1.5% | +12.4% |
| YTD | +3.1% | -6.7% | +9.8% | +4.5% |
| 1Y | -7.6% | -9.2% | +1.6% | -5.0% |
| 3Y | +250.0% | +1.2% | +248.9% | +217.8% |
| 5Y | +113.3% | -23.0% | +136.3% | +126.4% |
| All | +301.7% | +105.8% | +195.8% | +131.1% |
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 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