+109.5%
SPG vs TYL
+183.3%
-73.7%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | +3.1% | -1.6% | +4.7% | +3.6% |
| 30D | +16.4% | +22.1% | -5.7% | +10.0% |
| 3M | +7.1% | +33.4% | -26.3% | -1.8% |
| 6M | +16.1% | +36.8% | -20.7% | +5.0% |
| YTD | +30.4% | -6.7% | +37.1% | +30.7% |
| 1Y | +33.0% | -9.2% | +42.2% | +34.3% |
| 3Y | +134.6% | +1.2% | +133.5% | +125.9% |
| 5Y | +84.9% | -23.0% | +107.9% | +86.8% |
| All | +109.5% | +183.3% | -73.7% | +61.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling