-7.2%
TYL vs SPXS
-79.7%
+72.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.3% | -5.3% | -3.8% |
| 7D | -3.7% | -0.1% | -3.6% | -3.7% |
| 30D | +18.7% | +0.8% | +17.9% | +19.0% |
| 3M | +18.1% | -4.7% | +22.9% | +17.5% |
| 6M | -1.1% | -29.6% | +28.5% | -7.6% |
| YTD | -19.8% | -29.8% | +10.0% | -24.7% |
| 1Y | -34.3% | -38.9% | +4.6% | -40.1% |
| All | -7.2% | -79.7% | +72.6% | -38.1% |
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