+205.0%
GLD vs TYL
+168.7%
+36.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.7% |
| 7D | +4.7% | +6.7% | -2.0% | +4.5% |
| 30D | -0.9% | +26.5% | -27.4% | -1.6% |
| 3M | -4.4% | +37.3% | -41.7% | -5.3% |
| 6M | -13.6% | +31.2% | -44.7% | -14.3% |
| YTD | -6.0% | -7.4% | +1.4% | -5.7% |
| 1Y | +1.8% | -9.6% | +11.3% | +2.2% |
| 3Y | +103.2% | +1.9% | +101.3% | +102.3% |
| 5Y | +119.3% | -21.1% | +140.4% | +119.3% |
| All | +205.0% | +168.7% | +36.3% | +197.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling