+128.3%
TYLG vs SPY
+101.8%
+26.5%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.3% | +1.7% | +1.5% |
| 7D | -1.0% | -0.9% | -0.1% | +0.2% |
| 30D | -8.0% | -2.4% | -5.7% | -5.2% |
| 3M | -2.4% | -1.2% | -1.3% | -0.8% |
| 6M | +2.5% | +3.3% | -0.8% | -0.7% |
| YTD | +18.8% | +12.3% | +6.5% | +4.8% |
| 1Y | +19.1% | +12.4% | +6.7% | +5.0% |
| 3Y | +76.4% | +78.8% | -2.4% | -3.7% |
| All | +128.3% | +101.8% | +26.5% | +11.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling