+22.1%
GH vs TYL
-25.2%
+47.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.0% | +4.2% | +2.7% |
| 7D | -0.1% | -3.7% | +3.6% | +2.2% |
| 30D | -1.1% | +18.7% | -19.8% | -11.8% |
| 3M | +21.3% | +18.1% | +3.2% | +6.0% |
| 6M | +73.5% | -1.1% | +74.6% | +68.7% |
| YTD | +58.0% | -19.8% | +77.8% | +76.4% |
| 1Y | +163.1% | -34.3% | +197.4% | +241.9% |
| 3Y | +361.0% | -8.2% | +369.3% | +304.9% |
| All | +22.1% | -25.2% | +47.3% | +37.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling