+36.6%
GH vs TYL
-21.3%
+57.9%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -0.4% |
| 7D | -15.6% | +6.7% | -22.3% | -19.1% |
| 30D | -10.4% | +26.5% | -36.9% | -23.1% |
| 3M | -4.3% | +37.3% | -41.5% | -22.9% |
| 6M | +63.5% | +31.2% | +32.4% | +31.0% |
| YTD | +47.7% | -7.4% | +55.1% | +49.3% |
| 1Y | +56.7% | -9.6% | +66.3% | +60.6% |
| 3Y | +443.9% | +1.9% | +442.0% | +352.0% |
| All | +36.6% | -21.3% | +57.9% | +48.1% |
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 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