+168.8%
TYL vs SPXU
-99.5%
+268.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.0% | +6.5% | -2.5% |
| 7D | +3.5% | -1.5% | +5.0% | +3.3% |
| 30D | +26.9% | +9.7% | +17.2% | +30.4% |
| 3M | +33.8% | +8.4% | +25.4% | +37.4% |
| 6M | +28.8% | -5.7% | +34.6% | +27.2% |
| YTD | -7.9% | -25.4% | +17.6% | -14.2% |
| 1Y | -9.8% | -28.9% | +19.1% | -16.9% |
| 3Y | +1.2% | -81.2% | +82.4% | -32.9% |
| 5Y | -22.8% | -83.3% | +60.5% | -42.6% |
| 10Y | +168.8% | -99.5% | +268.3% | -3.5% |
| All | +168.8% | -99.5% | +268.3% | -3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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