+399.9%
GH vs TYL
+46.7%
+353.2%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.5% | +4.2% | +2.7% |
| 7D | -2.1% | -7.6% | +5.5% | +3.0% |
| 30D | -4.5% | +11.3% | -15.8% | -12.0% |
| 3M | +28.9% | +14.5% | +14.4% | +13.6% |
| 6M | +76.5% | -7.1% | +83.7% | +77.7% |
| YTD | +57.6% | -23.4% | +81.0% | +79.0% |
| 1Y | +167.5% | -38.6% | +206.1% | +258.6% |
| 3Y | +377.4% | -11.3% | +388.7% | +337.2% |
| 5Y | +23.8% | -28.0% | +51.8% | +38.3% |
| All | +399.9% | +46.7% | +353.2% | +179.3% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling