+7,367.3%
TYL vs SPY
+3,091.8%
+4,275.5%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.6% | -3.7% |
| 7D | -3.7% | +0.1% | -3.8% | -3.8% |
| 30D | +18.7% | +0.1% | +18.7% | +18.7% |
| 3M | +18.1% | +2.0% | +16.1% | +15.4% |
| 6M | -1.1% | +13.0% | -14.1% | -12.1% |
| YTD | -19.8% | +13.5% | -33.4% | -28.9% |
| 1Y | -34.3% | +20.0% | -54.3% | -44.6% |
| 3Y | -8.2% | +77.2% | -85.4% | -45.7% |
| 5Y | -25.4% | +81.9% | -107.3% | -55.9% |
| 10Y | +115.6% | +314.1% | -198.5% | -38.7% |
| All | +7,367.3% | +3,091.8% | +4,275.5% | +413.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling