+514.9%
GEV vs TYL
+0.4%
+514.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -1.9% |
| 7D | +3.7% | +0.8% | +2.9% | +3.8% |
| 30D | -14.7% | +21.1% | -35.8% | -13.2% |
| 3M | -23.4% | +28.9% | -52.3% | -21.9% |
| 6M | -24.3% | +42.0% | -66.4% | -23.0% |
| YTD | +23.2% | -6.6% | +29.8% | +35.2% |
| 1Y | +44.2% | -9.1% | +53.3% | +59.5% |
| All | +514.9% | +0.4% | +514.4% | +575.6% |
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