+180.7%
TYL vs SPXS
-99.5%
+280.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +1.1% |
| 7D | +4.3% | +0.4% | +3.9% | +4.7% |
| 30D | +28.0% | +10.8% | +17.1% | +31.9% |
| 3M | +32.3% | +9.6% | +22.7% | +36.2% |
| 6M | +29.9% | -4.7% | +34.6% | +28.6% |
| YTD | -7.1% | -24.6% | +17.4% | -13.2% |
| 1Y | -9.2% | -24.6% | +15.3% | -15.0% |
| 3Y | +0.7% | -79.8% | +80.5% | -31.6% |
| 5Y | -21.1% | -83.3% | +62.3% | -41.2% |
| All | +180.7% | -99.5% | +280.2% | +2.4% |
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