-22.4%
TYL vs SPXU
-81.8%
+59.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.5% | -2.5% |
| 7D | +6.7% | +7.6% | -0.9% | +9.3% |
| 30D | +26.5% | +17.5% | +9.0% | +33.2% |
| 3M | +37.3% | +14.7% | +22.6% | +43.7% |
| 6M | +31.2% | -0.1% | +31.2% | +31.3% |
| YTD | -7.4% | -19.8% | +12.5% | -12.9% |
| 1Y | -9.6% | -23.7% | +14.2% | -16.3% |
| 3Y | +1.9% | -79.5% | +81.4% | -39.0% |
| All | -22.4% | -81.8% | +59.4% | -42.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling