+307.8%
SPY vs TYL
+183.6%
+124.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +2.6% | +0.8% | +1.8% | +2.3% |
| 30D | -2.0% | +21.1% | -23.1% | -7.8% |
| 3M | -2.8% | +28.9% | -31.7% | -10.7% |
| 6M | +2.1% | +42.0% | -39.9% | -10.1% |
| YTD | +11.5% | -6.6% | +18.1% | +11.7% |
| 1Y | +13.5% | -9.1% | +22.5% | +14.7% |
| 3Y | +77.7% | +1.8% | +75.9% | +68.0% |
| 5Y | +72.6% | -22.9% | +95.5% | +76.3% |
| All | +307.8% | +183.6% | +124.2% | +165.5% |
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