-2.4%
GFS vs TYL
-31.6%
+29.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.0% | +5.5% | +2.9% |
| 7D | +1.0% | -3.7% | +4.7% | +2.2% |
| 30D | -8.6% | +18.7% | -27.3% | -14.3% |
| 3M | -46.5% | +18.1% | -64.7% | -50.9% |
| 6M | -4.8% | -1.1% | -3.7% | -6.2% |
| YTD | +29.7% | -19.8% | +49.5% | +41.2% |
| 1Y | +35.8% | -34.3% | +70.2% | +66.9% |
| 3Y | -18.3% | -8.2% | -10.1% | -24.2% |
| All | -2.4% | -31.6% | +29.2% | +5.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling