+3,090.4%
TYL vs SPXS
-100.0%
+3,190.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.3% | -5.3% | -3.6% |
| 7D | -3.7% | -0.1% | -3.6% | -3.7% |
| 30D | +18.7% | +0.8% | +17.9% | +19.2% |
| 3M | +18.1% | -4.7% | +22.9% | +16.7% |
| 6M | -1.1% | -29.6% | +28.5% | -10.6% |
| YTD | -19.8% | -29.8% | +10.0% | -27.1% |
| 1Y | -34.3% | -38.9% | +4.6% | -42.5% |
| 3Y | -8.2% | -79.6% | +71.4% | -38.0% |
| 5Y | -25.4% | -85.9% | +60.5% | -47.1% |
| 10Y | +115.6% | -99.5% | +215.1% | -26.9% |
| All | +3,090.4% | -100.0% | +3,190.4% | +271.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling