+1.9%
TYL vs SPXS
-79.2%
+81.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -2.4% |
| 7D | +6.7% | +7.5% | -0.8% | +7.9% |
| 30D | +26.5% | +17.5% | +9.1% | +29.8% |
| 3M | +37.3% | +14.7% | +22.6% | +40.5% |
| 6M | +31.2% | -0.1% | +31.3% | +31.1% |
| YTD | -7.4% | -19.7% | +12.4% | -10.6% |
| 1Y | -9.6% | -23.6% | +14.0% | -13.5% |
| 3Y | +1.9% | -79.2% | +81.1% | -25.4% |
| All | +1.9% | -79.2% | +81.1% | -25.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling