+264.0%
SPOT vs TYL
+76.9%
+187.1%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.0% | +0.9% | -0.8% |
| 7D | -0.9% | -3.7% | +2.8% | +1.3% |
| 30D | +12.5% | +18.7% | -6.3% | +1.2% |
| 3M | +9.9% | +18.1% | -8.2% | -1.8% |
| 6M | +1.6% | -1.1% | +2.7% | +0.3% |
| YTD | -6.6% | -19.8% | +13.2% | +3.8% |
| 1Y | -22.9% | -34.3% | +11.4% | -3.4% |
| 3Y | +244.3% | -8.2% | +252.5% | +227.7% |
| 5Y | +117.8% | -25.4% | +143.2% | +135.3% |
| All | +264.0% | +76.9% | +187.1% | +129.5% |
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