-23.1%
TYL vs SPXU
-83.3%
+60.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | +0.5% |
| 7D | +0.8% | -7.6% | +8.4% | -1.5% |
| 30D | +21.1% | +5.3% | +15.8% | +23.3% |
| 3M | +28.9% | +9.6% | +19.3% | +33.2% |
| 6M | +42.0% | -4.5% | +46.6% | +40.5% |
| YTD | -6.6% | -25.9% | +19.3% | -14.2% |
| 1Y | -9.1% | -28.9% | +19.8% | -17.6% |
| 3Y | +1.8% | -80.5% | +82.3% | -39.7% |
| All | -23.1% | -83.3% | +60.2% | -45.1% |
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