+5,805.1%
SPG vs TYL
+8,993.2%
-3,188.1%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +1.1% |
| 7D | +4.9% | +6.7% | -1.8% | +4.2% |
| 30D | +15.6% | +26.5% | -10.9% | +12.6% |
| 3M | +4.1% | +37.3% | -33.2% | +0.4% |
| 6M | +13.6% | +31.2% | -17.6% | +9.8% |
| YTD | +27.5% | -7.4% | +34.9% | +27.5% |
| 1Y | +32.2% | -9.6% | +41.8% | +32.5% |
| 3Y | +126.0% | +1.9% | +124.1% | +123.0% |
| 5Y | +74.7% | -21.1% | +95.9% | +75.9% |
| 10Y | +112.8% | +171.8% | -58.9% | +89.4% |
| All | +5,805.1% | +8,993.2% | -3,188.1% | +4,001.8% |
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 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