-20.1%
GIS vs TYL
-37.9%
+17.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.5% | +2.9% | -0.8% |
| 7D | -8.3% | -7.6% | -0.7% | -7.0% |
| 30D | +2.2% | +11.3% | -9.2% | +0.6% |
| 3M | +15.7% | +14.5% | +1.2% | +13.4% |
| 6M | -12.0% | -7.1% | -4.8% | -13.3% |
| YTD | -15.0% | -23.4% | +8.4% | -14.3% |
| 1Y | -20.1% | -38.6% | +18.4% | -17.9% |
| All | -20.1% | -37.9% | +17.8% | -17.9% |
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 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