+401.3%
GH vs TYL
+53.6%
+347.7%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.0% | +4.2% | +2.9% |
| 7D | -0.1% | -3.7% | +3.6% | +2.4% |
| 30D | -1.1% | +18.7% | -19.8% | -12.6% |
| 3M | +21.3% | +18.1% | +3.2% | +4.8% |
| 6M | +73.5% | -1.1% | +74.6% | +67.3% |
| YTD | +58.0% | -19.8% | +77.8% | +74.3% |
| 1Y | +163.1% | -34.3% | +197.4% | +236.1% |
| 3Y | +361.0% | -8.2% | +369.3% | +314.3% |
| 5Y | +22.5% | -25.4% | +48.0% | +34.1% |
| All | +401.3% | +53.6% | +347.7% | +171.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling