+168.8%
TYL vs SPY
+315.0%
-146.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -2.9% | -2.5% |
| 7D | +3.5% | +0.1% | +3.4% | +3.2% |
| 30D | +26.9% | -3.3% | +30.2% | +29.9% |
| 3M | +33.8% | -2.4% | +36.3% | +35.9% |
| 6M | +28.8% | +2.6% | +26.3% | +24.5% |
| YTD | -7.9% | +11.2% | -19.1% | -17.2% |
| 1Y | -9.8% | +13.4% | -23.2% | -20.4% |
| 3Y | +1.2% | +79.9% | -78.7% | -42.4% |
| 5Y | -22.8% | +72.2% | -95.0% | -53.7% |
| 10Y | +168.8% | +307.3% | -138.5% | -24.7% |
| All | +168.8% | +315.0% | -146.2% | -24.7% |
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