+8,728.1%
TYL vs SPY
+2,945.2%
+5,782.9%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.4% | +6.1% | +5.5% |
| 7D | +15.1% | -4.7% | +19.8% | +19.6% |
| 30D | +30.1% | -5.9% | +36.0% | +36.5% |
| 3M | +40.4% | -4.5% | +44.9% | +45.4% |
| 6M | +31.3% | +1.8% | +29.5% | +27.6% |
| YTD | -5.2% | +8.3% | -13.5% | -12.9% |
| 1Y | -6.6% | +9.3% | -16.0% | -15.0% |
| 3Y | +3.4% | +74.9% | -71.5% | -38.6% |
| 5Y | -19.3% | +67.3% | -86.5% | -49.0% |
| 10Y | +178.1% | +311.6% | -133.4% | -20.9% |
| All | +8,728.1% | +2,945.2% | +5,782.9% | +529.5% |
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