+155.5%
GE vs TYL
+168.7%
-13.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.3% | +5.0% | +3.2% |
| 7D | +7.1% | +6.7% | +0.4% | +5.5% |
| 30D | +6.5% | +26.5% | -20.1% | +0.6% |
| 3M | -13.6% | +37.3% | -50.9% | -20.3% |
| 6M | +6.0% | +31.2% | -25.2% | -1.9% |
| YTD | +5.4% | -7.4% | +12.7% | +5.8% |
| 1Y | +6.5% | -9.6% | +16.0% | +7.5% |
| 3Y | +268.6% | +1.9% | +266.7% | +254.5% |
| 5Y | +389.0% | -21.1% | +410.2% | +391.9% |
| All | +155.5% | +168.7% | -13.2% | +85.7% |
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