+12.7%
TYLD vs SPY
+61.6%
-48.9%
-1.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.4% | +4.5% | +0.1% |
| 7D | +0.2% | -4.7% | +4.9% | +0.2% |
| 30D | +0.3% | -5.9% | +6.2% | +0.3% |
| 3M | +1.1% | -4.5% | +5.6% | +1.1% |
| 6M | +1.9% | +1.8% | +0.1% | +1.9% |
| YTD | +3.0% | +8.3% | -5.3% | +3.0% |
| 1Y | +3.7% | +9.3% | -5.7% | +3.6% |
| All | +12.7% | +61.6% | -48.9% | +11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 all: compounded portfolio wealth divided by compounded SPY 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…
all analysis · Full analysis span regression · 6 months rolling