-10.0%
TYL vs SPY
+12.3%
-22.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -2.9% | -0.3% |
| 7D | +3.5% | +0.1% | +3.4% | +3.5% |
| 30D | +26.9% | -3.3% | +30.2% | +26.6% |
| 3M | +33.8% | -2.4% | +36.3% | +33.5% |
| 6M | +28.8% | +2.6% | +26.3% | +28.3% |
| YTD | -7.9% | +11.2% | -19.1% | -9.0% |
| All | -10.0% | +12.3% | -22.3% | -11.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling