+33.0%
SPGI vs TYL
+5.0%
+28.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.7% | -3.6% | -2.5% |
| 7D | +2.6% | +15.1% | -12.5% | -2.6% |
| 30D | +19.3% | +30.1% | -10.8% | +8.3% |
| 3M | +15.5% | +40.4% | -24.9% | +1.9% |
| 6M | +18.3% | +31.3% | -12.9% | +6.2% |
| YTD | -3.8% | -5.2% | +1.4% | -3.8% |
| 1Y | +1.3% | -6.6% | +7.9% | +1.8% |
| All | +33.0% | +5.0% | +28.0% | +31.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling