+304.8%
SPY vs TYL
+169.5%
+135.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.6% |
| 7D | -0.6% | +4.3% | -4.9% | -1.9% |
| 30D | -3.7% | +28.0% | -31.6% | -11.0% |
| 3M | -2.7% | +32.3% | -35.1% | -11.5% |
| 6M | +2.2% | +29.9% | -27.7% | -7.4% |
| YTD | +10.8% | -7.1% | +17.9% | +11.2% |
| 1Y | +11.2% | -9.2% | +20.5% | +12.5% |
| 3Y | +76.5% | +0.7% | +75.8% | +67.5% |
| 5Y | +72.9% | -21.1% | +94.0% | +74.8% |
| 10Y | +304.8% | +180.8% | +124.0% | +164.9% |
| All | +304.8% | +169.5% | +135.3% | +164.9% |
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