+71.8%
GH vs TYL
-10.1%
+81.8%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +4.7% | -8.4% | -3.6% |
| 7D | -7.7% | +17.3% | -24.9% | -7.5% |
| 30D | -10.0% | +28.9% | -38.9% | -10.0% |
| 3M | +5.5% | +35.1% | -29.6% | +5.3% |
| 6M | +84.9% | +29.3% | +55.6% | +84.3% |
| YTD | +65.0% | -6.8% | +71.8% | +60.6% |
| 1Y | +71.8% | -9.9% | +81.7% | +65.4% |
| All | +71.8% | -10.1% | +81.8% | +65.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling