-28.0%
TYL vs SPYG
+84.3%
-112.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.5% | -4.0% | -4.1% |
| 7D | -7.6% | +1.2% | -8.8% | -8.4% |
| 30D | +11.3% | -1.6% | +12.9% | +12.5% |
| 3M | +14.5% | +3.4% | +11.1% | +10.6% |
| 6M | -7.1% | +18.9% | -26.0% | -20.6% |
| YTD | -23.4% | +13.8% | -37.2% | -32.0% |
| 1Y | -38.6% | +20.6% | -59.2% | -48.5% |
| 3Y | -11.3% | +100.5% | -111.8% | -57.0% |
| 5Y | -28.0% | +84.6% | -112.6% | -60.5% |
| All | -28.0% | +84.3% | -112.2% | -60.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling