+14,754.4%
SPGI vs TYL
+14,906.9%
-152.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.7% | -3.6% | -2.1% |
| 7D | +2.6% | +15.1% | -12.5% | +0.9% |
| 30D | +19.3% | +30.1% | -10.8% | +15.7% |
| 3M | +15.5% | +40.4% | -24.9% | +11.0% |
| 6M | +18.3% | +31.3% | -12.9% | +14.5% |
| YTD | -3.8% | -5.2% | +1.4% | -3.7% |
| 1Y | +1.3% | -6.6% | +7.9% | +1.6% |
| 3Y | +33.6% | +3.4% | +30.2% | +32.2% |
| 5Y | +13.2% | -19.3% | +32.4% | +14.4% |
| 10Y | +346.3% | +178.1% | +168.2% | +303.2% |
| All | +14,754.4% | +14,906.9% | -152.5% | +10,103.2% |
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