+104.0%
TYL vs SPYG
+412.5%
-308.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.2% |
| 7D | -8.6% | +0.3% | -8.9% | -8.8% |
| 30D | +7.5% | -1.7% | +9.2% | +8.9% |
| 3M | +10.9% | +3.6% | +7.3% | +6.8% |
| 6M | -6.7% | +16.6% | -23.3% | -18.9% |
| YTD | -24.5% | +13.4% | -37.9% | -32.8% |
| 1Y | -38.6% | +19.6% | -58.2% | -48.0% |
| 3Y | -12.6% | +99.8% | -112.4% | -53.9% |
| 5Y | -28.2% | +85.0% | -113.2% | -59.2% |
| 10Y | +104.0% | +422.1% | -318.1% | -54.0% |
| All | +104.0% | +412.5% | -308.5% | -54.0% |
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