+643.2%
GEV vs TYL
-17.6%
+660.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.5% | +7.6% | +3.0% |
| 7D | +8.1% | -7.6% | +15.7% | +7.8% |
| 30D | -1.9% | +11.3% | -13.2% | -1.7% |
| 3M | +4.1% | +14.5% | -10.4% | +4.4% |
| 6M | +23.2% | -7.1% | +30.4% | +26.4% |
| YTD | +48.9% | -23.4% | +72.3% | +60.5% |
| 1Y | +62.2% | -38.6% | +100.7% | +89.5% |
| All | +643.2% | -17.6% | +660.8% | +702.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling