-34.7%
GFS vs TYL
-21.3%
-13.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.3% | +8.5% | +6.9% |
| 7D | -7.8% | +6.7% | -14.5% | -9.8% |
| 30D | -19.7% | +26.5% | -46.2% | -25.9% |
| 3M | -23.1% | +37.3% | -60.4% | -31.8% |
| 6M | -46.4% | +31.2% | -77.5% | -53.1% |
| YTD | +11.0% | -7.4% | +18.4% | +14.5% |
| 1Y | +12.6% | -9.6% | +22.2% | +17.6% |
| 3Y | -24.9% | +1.9% | -26.8% | -32.0% |
| All | -34.7% | -21.3% | -13.4% | -31.6% |
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