-7.2%
TYL vs SPY
+77.4%
-84.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.6% | -3.8% |
| 7D | -3.7% | +0.1% | -3.8% | -3.7% |
| 30D | +18.7% | +0.1% | +18.7% | +18.7% |
| 3M | +18.1% | +2.0% | +16.1% | +16.6% |
| 6M | -1.1% | +13.0% | -14.1% | -9.0% |
| YTD | -19.8% | +13.5% | -33.4% | -26.2% |
| 1Y | -34.3% | +20.0% | -54.3% | -41.9% |
| All | -7.2% | +77.4% | -84.5% | -46.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling