+86.5%
SPG vs TYL
-22.0%
+108.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.4% |
| 7D | +5.6% | +4.3% | +1.3% | +4.3% |
| 30D | +17.6% | +28.0% | -10.4% | +9.5% |
| 3M | +7.5% | +32.3% | -24.9% | -1.3% |
| 6M | +18.5% | +29.9% | -11.4% | +8.7% |
| YTD | +30.9% | -7.1% | +38.0% | +32.4% |
| 1Y | +34.1% | -9.2% | +43.3% | +36.7% |
| 3Y | +135.5% | +0.7% | +134.8% | +126.4% |
| 5Y | +86.5% | -21.1% | +107.6% | +87.3% |
| All | +86.5% | -22.0% | +108.6% | +87.3% |
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