+534.9%
GEV vs TYL
-1.0%
+535.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.6% | +7.7% | +7.1% |
| 7D | -3.8% | +3.5% | -7.3% | -3.4% |
| 30D | -17.4% | +26.9% | -44.3% | -15.9% |
| 3M | -16.2% | +33.8% | -50.0% | -14.6% |
| 6M | -20.2% | +28.8% | -49.0% | -18.2% |
| YTD | +27.2% | -7.9% | +35.1% | +39.4% |
| 1Y | +44.6% | -9.8% | +54.3% | +59.2% |
| All | +534.9% | -1.0% | +535.9% | +596.6% |
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