+157.4%
GE vs TYL
+169.5%
-12.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.5% |
| 7D | +5.4% | +4.3% | +1.1% | +4.3% |
| 30D | +9.6% | +28.0% | -18.3% | +3.3% |
| 3M | -7.7% | +32.3% | -40.0% | -14.1% |
| 6M | +14.0% | +29.9% | -15.9% | +5.8% |
| YTD | +10.2% | -7.1% | +17.3% | +10.5% |
| 1Y | +8.9% | -9.2% | +18.1% | +9.9% |
| 3Y | +273.7% | +0.7% | +272.9% | +260.5% |
| 5Y | +410.2% | -21.1% | +431.3% | +413.3% |
| 10Y | +157.4% | +180.8% | -23.4% | +85.7% |
| All | +157.4% | +169.5% | -12.1% | +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