+127.4%
TYLG vs SPY
+101.1%
+26.3%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | 0.0% |
| 7D | +6.6% | +3.3% | +3.3% | +2.7% |
| 30D | -8.4% | -2.7% | -5.7% | -5.1% |
| 3M | -3.6% | -1.7% | -1.8% | -1.3% |
| 6M | +2.8% | +3.1% | -0.2% | -0.1% |
| YTD | +18.3% | +11.9% | +6.4% | +4.8% |
| 1Y | +18.4% | +12.0% | +6.5% | +4.9% |
| 3Y | +75.7% | +78.2% | -2.4% | -3.6% |
| All | +127.4% | +101.1% | +26.3% | +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 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