-38.6%
TYL vs SPYG
+20.0%
-58.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.5% |
| 7D | -8.6% | +0.3% | -8.9% | -8.5% |
| 30D | +7.5% | -1.7% | +9.2% | +7.2% |
| 3M | +10.9% | +3.6% | +7.3% | +11.8% |
| 6M | -6.7% | +16.6% | -23.3% | -7.2% |
| YTD | -24.5% | +13.4% | -37.9% | -24.3% |
| 1Y | -38.6% | +19.6% | -58.2% | -39.0% |
| All | -38.6% | +20.0% | -58.6% | -39.0% |
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 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