-7.2%
GLD vs TYL
-8.8%
+1.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | 0.0% | +0.2% |
| 7D | -4.6% | +0.8% | -5.4% | -4.5% |
| 30D | -5.5% | +21.1% | -26.6% | -4.4% |
| 3M | -10.9% | +28.9% | -39.8% | -9.5% |
| 6M | -17.4% | +42.0% | -59.5% | -15.7% |
| YTD | -10.3% | -6.6% | -3.7% | -10.1% |
| 1Y | -7.2% | -9.1% | +1.9% | -7.2% |
| All | -7.2% | -8.8% | +1.7% | -7.2% |
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