-19.4%
GFS vs TYL
-8.1%
-11.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.0% | +5.5% | +1.5% |
| 7D | +1.0% | -3.7% | +4.7% | +1.0% |
| 30D | -8.6% | +18.7% | -27.3% | -8.8% |
| 3M | -46.5% | +18.1% | -64.7% | -46.7% |
| 6M | -4.8% | -1.1% | -3.7% | -1.8% |
| YTD | +29.7% | -19.8% | +49.5% | +43.9% |
| 1Y | +35.8% | -34.3% | +70.2% | +64.4% |
| All | -19.4% | -8.1% | -11.2% | -21.4% |
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