+75.2%
SPY vs TYL
-20.9%
+96.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.1% |
| 7D | -0.9% | +0.5% | -1.5% | -1.1% |
| 30D | -2.4% | +25.2% | -27.5% | -7.9% |
| 3M | -1.2% | +31.8% | -32.9% | -8.3% |
| 6M | +3.3% | +36.3% | -33.0% | -5.9% |
| YTD | +12.3% | -6.3% | +18.6% | +13.9% |
| 1Y | +12.4% | -9.5% | +21.9% | +15.4% |
| 3Y | +78.8% | +1.6% | +77.2% | +71.3% |
| 5Y | +75.2% | -21.8% | +96.9% | +77.6% |
| All | +75.2% | -20.9% | +96.0% | +77.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling