-27.2%
TLYS vs SPY
+322.5%
-349.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.9% | +6.4% | +6.3% |
| 7D | +4.5% | -0.8% | +5.3% | +5.5% |
| 30D | +15.9% | -1.1% | +16.9% | +17.5% |
| 3M | -13.4% | +3.9% | -17.2% | -16.6% |
| 6M | +182.2% | +13.6% | +168.6% | +144.2% |
| YTD | +131.2% | +12.7% | +118.5% | +101.6% |
| 1Y | +134.7% | +17.5% | +117.2% | +95.4% |
| 3Y | -43.6% | +76.9% | -120.5% | -70.5% |
| 5Y | -66.0% | +83.6% | -149.6% | -82.9% |
| All | -27.2% | +322.5% | -349.7% | -83.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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