+2,956.9%
SPY vs TYL
+8,106.0%
-5,149.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +0.6% |
| 7D | -2.7% | +6.7% | -9.4% | -3.4% |
| 30D | -5.4% | +26.5% | -31.9% | -7.9% |
| 3M | -4.1% | +37.3% | -41.4% | -7.6% |
| 6M | +0.7% | +31.2% | -30.5% | -2.9% |
| YTD | +8.7% | -7.4% | +16.0% | +8.4% |
| 1Y | +10.9% | -9.6% | +20.4% | +10.9% |
| 3Y | +75.0% | +1.9% | +73.1% | +72.1% |
| 5Y | +67.8% | -21.1% | +88.9% | +68.5% |
| 10Y | +312.9% | +171.8% | +141.1% | +266.8% |
| All | +2,956.9% | +8,106.0% | -5,149.2% | +1,850.9% |
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 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