+187.8%
TYL vs SPY
+307.0%
-119.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.4% |
| 7D | +0.8% | +2.6% | -1.8% | -1.3% |
| 30D | +21.1% | -2.0% | +23.1% | +22.6% |
| 3M | +28.9% | -2.8% | +31.7% | +31.3% |
| 6M | +42.0% | +2.1% | +39.9% | +37.8% |
| YTD | -6.6% | +11.5% | -18.1% | -16.2% |
| 1Y | -9.1% | +13.5% | -22.5% | -19.8% |
| 3Y | +1.8% | +77.7% | -75.9% | -41.3% |
| 5Y | -22.9% | +72.6% | -95.5% | -53.9% |
| All | +187.8% | +307.0% | -119.2% | -19.7% |
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