+5,756.7%
SPG vs TYL
+9,205.3%
-3,448.6%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.5% | -1.0% |
| 7D | +5.0% | +15.1% | -10.1% | +3.4% |
| 30D | +12.3% | +30.1% | -17.8% | +9.1% |
| 3M | +1.9% | +40.4% | -38.5% | -2.0% |
| 6M | +14.4% | +31.3% | -16.9% | +10.6% |
| YTD | +26.5% | -5.2% | +31.7% | +26.1% |
| 1Y | +30.7% | -6.6% | +37.3% | +30.5% |
| 3Y | +122.6% | +3.4% | +119.2% | +119.3% |
| 5Y | +73.3% | -19.3% | +92.6% | +74.0% |
| 10Y | +111.1% | +178.1% | -67.0% | +87.4% |
| All | +5,756.7% | +9,205.3% | -3,448.6% | +3,958.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling