+308.3%
SPGI vs TYL
+116.1%
+192.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.0% | +2.4% | +0.3% |
| 7D | +0.1% | -3.7% | +3.8% | +1.9% |
| 30D | +8.4% | +18.7% | -10.3% | 0.0% |
| 3M | +11.8% | +18.1% | -6.3% | +2.9% |
| 6M | +5.7% | -1.1% | +6.8% | +5.0% |
| YTD | -9.7% | -19.8% | +10.1% | -2.0% |
| 1Y | -12.5% | -34.3% | +21.9% | +4.2% |
| 3Y | +21.8% | -8.2% | +30.0% | +20.0% |
| 5Y | +8.2% | -25.4% | +33.6% | +14.5% |
| All | +308.3% | +116.1% | +192.2% | +160.4% |
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