-12.7%
GFS vs TYL
-20.5%
+7.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +4.7% | -10.6% | -7.3% |
| 7D | -12.5% | +17.3% | -29.8% | -16.8% |
| 30D | -16.9% | +28.9% | -45.8% | -23.6% |
| 3M | -22.3% | +35.1% | -57.3% | -30.5% |
| 6M | -40.2% | +29.3% | -69.5% | -47.1% |
| YTD | +16.0% | -6.8% | +22.8% | +19.5% |
| 1Y | +17.7% | -9.9% | +27.6% | +23.4% |
| 3Y | -23.4% | +1.7% | -25.0% | -30.0% |
| 5Y | -35.4% | -21.6% | -13.8% | -33.8% |
| All | -12.7% | -20.5% | +7.8% | -10.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling