+153.0%
GE vs TYL
+115.8%
+37.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.0% | +5.1% | +2.0% |
| 7D | -1.6% | -3.7% | +2.1% | -0.8% |
| 30D | -11.6% | +18.7% | -30.3% | -15.4% |
| 3M | +3.0% | +18.1% | -15.1% | -1.8% |
| 6M | -0.5% | -1.1% | +0.6% | -1.4% |
| YTD | +9.7% | -19.8% | +29.5% | +14.3% |
| 1Y | +20.0% | -34.3% | +54.4% | +32.3% |
| 3Y | +275.8% | -8.2% | +284.1% | +269.8% |
| 5Y | +429.1% | -25.4% | +454.5% | +439.0% |
| All | +153.0% | +115.8% | +37.2% | +97.8% |
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 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