+312.8%
SPY vs TYL
+115.8%
+197.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.0% | +3.6% | +0.9% |
| 7D | +0.1% | -3.7% | +3.8% | +1.2% |
| 30D | +0.1% | +18.7% | -18.7% | -5.4% |
| 3M | +2.0% | +18.1% | -16.1% | -4.2% |
| 6M | +13.0% | -1.1% | +14.1% | +11.9% |
| YTD | +13.5% | -19.8% | +33.4% | +19.8% |
| 1Y | +20.0% | -34.3% | +54.3% | +35.7% |
| 3Y | +77.2% | -8.2% | +85.4% | +72.6% |
| 5Y | +81.9% | -25.4% | +107.3% | +86.4% |
| All | +312.8% | +115.8% | +197.1% | +195.5% |
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 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