+30.9%
SPG vs TYL
-10.1%
+41.0%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.7% | -1.8% | +2.4% |
| 7D | +8.2% | +17.3% | -9.1% | +6.6% |
| 30D | +13.5% | +28.9% | -15.4% | +11.1% |
| 3M | +2.2% | +35.1% | -32.8% | -0.4% |
| 6M | +15.9% | +29.3% | -13.5% | +12.9% |
| YTD | +27.6% | -6.8% | +34.4% | +25.6% |
| 1Y | +30.9% | -9.9% | +40.8% | +30.2% |
| All | +30.9% | -10.1% | +41.0% | +30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 1y: compounded portfolio wealth divided by compounded TYL 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…
1y analysis · Full analysis span regression · 6 months rolling