+168.9%
TYL vs SPY
+312.9%
-144.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.6% | -2.5% |
| 7D | +6.7% | -2.7% | +9.4% | +8.9% |
| 30D | +26.5% | -5.4% | +31.9% | +32.0% |
| 3M | +37.3% | -4.1% | +41.4% | +41.5% |
| 6M | +31.2% | +0.7% | +30.5% | +28.7% |
| YTD | -7.4% | +8.7% | -16.0% | -15.1% |
| 1Y | -9.6% | +10.9% | -20.4% | -18.7% |
| 3Y | +1.9% | +75.0% | -73.1% | -40.5% |
| 5Y | -21.1% | +67.8% | -88.9% | -51.7% |
| All | +168.9% | +312.9% | -144.0% | -23.8% |
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