+180.8%
TYL vs SPY
+304.1%
-123.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.1% |
| 7D | +4.3% | -0.6% | +4.9% | +4.6% |
| 30D | +28.0% | -3.7% | +31.6% | +31.4% |
| 3M | +32.3% | -2.7% | +35.1% | +34.7% |
| 6M | +29.9% | +2.2% | +27.7% | +25.9% |
| YTD | -7.1% | +10.8% | -17.9% | -16.3% |
| 1Y | -9.2% | +11.2% | -20.5% | -18.5% |
| 3Y | +0.7% | +76.5% | -75.8% | -41.6% |
| 5Y | -21.1% | +72.9% | -94.0% | -52.8% |
| 10Y | +180.8% | +304.8% | -124.0% | -20.8% |
| All | +180.8% | +304.1% | -123.3% | -20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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