-21.8%
TYL vs SPY
+74.6%
-96.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | -0.3% |
| 7D | +0.5% | -0.9% | +1.5% | +1.1% |
| 30D | +25.2% | -2.4% | +27.5% | +27.3% |
| 3M | +31.8% | -1.2% | +32.9% | +32.4% |
| 6M | +36.3% | +3.3% | +33.0% | +30.2% |
| YTD | -6.3% | +12.3% | -18.6% | -17.9% |
| 1Y | -9.5% | +12.4% | -21.9% | -20.9% |
| 3Y | +1.6% | +78.8% | -77.2% | -50.3% |
| 5Y | -21.8% | +75.2% | -96.9% | -58.6% |
| All | -21.8% | +74.6% | -96.4% | -58.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling