+308.3%
SPYM vs TYL
+168.7%
+139.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +1.0% |
| 7D | -2.7% | +6.7% | -9.3% | -4.6% |
| 30D | -5.4% | +26.5% | -31.9% | -12.2% |
| 3M | -4.1% | +37.3% | -41.4% | -13.7% |
| 6M | +0.8% | +31.2% | -30.4% | -9.1% |
| YTD | +8.8% | -7.4% | +16.1% | +9.3% |
| 1Y | +11.0% | -9.6% | +20.5% | +12.3% |
| 3Y | +75.5% | +1.9% | +73.6% | +65.5% |
| 5Y | +68.4% | -21.1% | +89.5% | +70.3% |
| All | +308.3% | +168.7% | +139.6% | +165.3% |
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