+393.1%
GH vs TYL
+76.4%
+316.7%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.6% | +5.8% | +5.6% |
| 7D | -7.0% | +3.5% | -10.5% | -9.4% |
| 30D | -5.2% | +26.9% | -32.1% | -20.0% |
| 3M | -5.8% | +33.8% | -39.6% | -24.4% |
| 6M | +65.9% | +28.8% | +37.1% | +31.9% |
| YTD | +55.5% | -7.9% | +63.3% | +53.8% |
| 1Y | +64.2% | -9.8% | +73.9% | +64.1% |
| 3Y | +606.0% | +1.2% | +604.9% | +495.5% |
| 5Y | +47.3% | -22.8% | +70.1% | +57.3% |
| All | +393.1% | +76.4% | +316.7% | +140.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling