+2,599.4%
TYL vs SPXU
-100.0%
+2,699.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +33.1% |
| 3M | +37.3% | +14.7% | +22.6% | +43.6% |
| 6M | +31.2% | -0.1% | +31.2% | +31.5% |
| YTD | -7.4% | -19.8% | +12.5% | -12.4% |
| 1Y | -9.6% | -23.7% | +14.2% | -15.6% |
| 3Y | +1.9% | -79.5% | +81.4% | -32.6% |
| 5Y | -21.1% | -81.9% | +60.8% | -40.6% |
| 10Y | +171.8% | -99.5% | +271.3% | -13.4% |
| All | +2,599.4% | -100.0% | +2,699.3% | +257.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling