+142.4%
GILD vs TYL
-29.1%
+171.5%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.1% | -0.8% |
| 7D | -4.8% | -7.5% | +2.7% | -3.9% |
| 30D | +5.8% | +6.0% | -0.2% | +5.0% |
| 3M | +14.9% | +13.9% | +1.0% | +13.1% |
| 6M | -0.4% | -3.3% | +3.0% | -0.4% |
| YTD | +18.5% | -25.8% | +44.4% | +22.0% |
| 1Y | +25.1% | -39.2% | +64.3% | +32.1% |
| 3Y | +105.9% | -13.2% | +119.1% | +107.7% |
| All | +142.4% | -29.1% | +171.5% | +138.6% |
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