-34.3%
TYL vs SPYG
+22.6%
-56.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.1% | -3.9% | -4.0% |
| 7D | -3.7% | +0.4% | -4.1% | -3.6% |
| 30D | +18.7% | -0.4% | +19.2% | +18.6% |
| 3M | +18.1% | +0.5% | +17.6% | +19.5% |
| 6M | -1.1% | +17.5% | -18.6% | -1.4% |
| YTD | -19.8% | +14.3% | -34.2% | -19.4% |
| 1Y | -34.3% | +21.7% | -56.0% | -34.4% |
| All | -34.3% | +22.6% | -56.9% | -34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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