+1.9%
TYL vs SPYG
+90.1%
-88.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.2% | -2.5% |
| 7D | +6.7% | -3.6% | +10.3% | +7.4% |
| 30D | +26.5% | -11.2% | +37.7% | +29.9% |
| 3M | +37.3% | -8.1% | +45.4% | +39.5% |
| 6M | +31.2% | -3.3% | +34.4% | +30.6% |
| YTD | -7.4% | +5.5% | -12.9% | -10.9% |
| 1Y | -9.6% | +7.0% | -16.5% | -13.6% |
| 3Y | +1.9% | +89.5% | -87.6% | -32.4% |
| All | +1.9% | +90.1% | -88.2% | -32.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling