+167.5%
GH vs TYL
-37.9%
+205.4%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.5% | +4.2% | -0.3% |
| 7D | -2.1% | -7.6% | +5.5% | -2.1% |
| 30D | -4.5% | +11.3% | -15.8% | -4.5% |
| 3M | +28.9% | +14.5% | +14.4% | +28.0% |
| 6M | +76.5% | -7.1% | +83.7% | +78.2% |
| YTD | +57.6% | -23.4% | +81.0% | +55.9% |
| 1Y | +167.5% | -38.6% | +206.1% | +185.1% |
| All | +167.5% | -37.9% | +205.4% | +185.1% |
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