+180.8%
TYL vs SPYG
+385.4%
-204.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.7% | +1.4% |
| 7D | +4.3% | -1.9% | +6.3% | +5.4% |
| 30D | +28.0% | -9.2% | +37.1% | +36.0% |
| 3M | +32.3% | -6.8% | +39.1% | +37.8% |
| 6M | +29.9% | -2.6% | +32.5% | +29.1% |
| YTD | -7.1% | +7.5% | -14.6% | -14.9% |
| 1Y | -9.2% | +6.7% | -15.9% | -16.6% |
| 3Y | +0.7% | +90.1% | -89.4% | -45.5% |
| 5Y | -21.1% | +69.2% | -90.3% | -52.6% |
| 10Y | +180.8% | +391.9% | -211.1% | -38.2% |
| All | +180.8% | +385.4% | -204.6% | -38.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling