+52.4%
GEV vs TYL
-10.1%
+62.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +4.7% | -14.0% | -7.4% |
| 7D | -5.1% | +17.3% | -22.4% | +1.1% |
| 30D | -15.8% | +28.9% | -44.7% | -6.9% |
| 3M | -18.2% | +35.1% | -53.2% | -7.5% |
| 6M | -22.4% | +29.3% | -51.7% | -11.8% |
| YTD | +27.7% | -6.8% | +34.5% | +29.1% |
| 1Y | +52.4% | -9.9% | +62.3% | +51.4% |
| All | +52.4% | -10.1% | +62.4% | +51.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling