+162.4%
GE vs TYL
+174.6%
-12.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.6% | +4.4% | +3.9% |
| 7D | +6.3% | +3.5% | +2.7% | +5.4% |
| 30D | +8.9% | +26.9% | -18.0% | +2.8% |
| 3M | -9.2% | +33.8% | -43.0% | -15.7% |
| 6M | +13.2% | +28.8% | -15.6% | +5.3% |
| YTD | +9.4% | -7.9% | +17.3% | +9.9% |
| 1Y | +9.8% | -9.8% | +19.6% | +10.9% |
| 3Y | +278.2% | +1.2% | +277.0% | +264.3% |
| 5Y | +396.0% | -22.8% | +418.8% | +401.6% |
| 10Y | +162.4% | +168.8% | -6.5% | +91.4% |
| All | +162.4% | +174.6% | -12.2% | +91.4% |
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