+308.8%
SPOT vs TYL
+106.8%
+202.0%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | -0.1% |
| 7D | -3.0% | +0.5% | -3.5% | -3.3% |
| 30D | +15.2% | +25.2% | -10.0% | +0.7% |
| 3M | +21.6% | +31.8% | -10.2% | +2.7% |
| 6M | +45.2% | +36.3% | +8.9% | +18.3% |
| YTD | +4.9% | -6.3% | +11.2% | +6.0% |
| 1Y | -4.8% | -9.5% | +4.7% | -1.8% |
| 3Y | +256.3% | +1.6% | +254.6% | +222.5% |
| 5Y | +120.2% | -21.8% | +141.9% | +131.4% |
| All | +308.8% | +106.8% | +202.0% | +134.5% |
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