+104.9%
TYL vs SPXS
-99.5%
+204.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.6% | -6.1% | -4.0% |
| 7D | -7.6% | -1.5% | -6.1% | -7.9% |
| 30D | +11.3% | +3.7% | +7.6% | +12.6% |
| 3M | +14.5% | -9.6% | +24.1% | +11.5% |
| 6M | -7.1% | -32.4% | +25.3% | -16.6% |
| YTD | -23.4% | -28.7% | +5.3% | -29.6% |
| 1Y | -38.6% | -38.1% | -0.5% | -45.6% |
| 3Y | -11.3% | -80.1% | +68.8% | -39.6% |
| 5Y | -28.0% | -85.9% | +57.9% | -48.4% |
| 10Y | +104.9% | -99.5% | +204.4% | -21.0% |
| All | +104.9% | -99.5% | +204.4% | -21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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