+2.5%
GFS vs TYL
-8.4%
+10.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +1.7% | -11.6% | -9.1% |
| 7D | -20.7% | +15.1% | -35.8% | -15.0% |
| 30D | -25.2% | +30.1% | -55.3% | -15.4% |
| 3M | -26.3% | +40.4% | -66.7% | -13.1% |
| 6M | -50.7% | +31.3% | -82.0% | -41.0% |
| YTD | +4.5% | -5.2% | +9.7% | +21.3% |
| 1Y | +2.5% | -6.6% | +9.1% | +18.7% |
| All | +2.5% | -8.4% | +10.8% | +18.7% |
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 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