-24.9%
GFS vs TYL
+2.6%
-27.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.3% | +8.5% | +6.0% |
| 7D | -7.8% | +6.7% | -14.5% | -7.3% |
| 30D | -19.7% | +26.5% | -46.2% | -18.2% |
| 3M | -23.1% | +37.3% | -60.4% | -21.7% |
| 6M | -46.4% | +31.2% | -77.5% | -45.2% |
| YTD | +11.0% | -7.4% | +18.4% | +25.5% |
| 1Y | +12.6% | -9.6% | +22.2% | +28.4% |
| 3Y | -24.9% | +1.9% | -26.8% | -25.3% |
| All | -24.9% | +2.6% | -27.5% | -25.3% |
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