+103.1%
SPG vs TYL
-25.2%
+128.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.0% | +3.0% | +0.2% |
| 7D | -2.4% | -3.7% | +1.3% | -1.3% |
| 30D | -6.8% | +18.7% | -25.6% | -11.6% |
| 3M | +2.7% | +18.1% | -15.5% | -2.8% |
| 6M | +5.5% | -1.1% | +6.6% | +4.8% |
| YTD | +15.7% | -19.8% | +35.5% | +22.4% |
| 1Y | +20.9% | -34.3% | +55.2% | +37.2% |
| 3Y | +112.4% | -8.2% | +120.6% | +108.6% |
| All | +103.1% | -25.2% | +128.3% | +104.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling