+104.8%
GLD vs TYL
+5.0%
+99.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.8% |
| 7D | +1.9% | +15.1% | -13.2% | +2.2% |
| 30D | -1.8% | +30.1% | -31.8% | -1.3% |
| 3M | -3.6% | +40.4% | -44.0% | -3.0% |
| 6M | -10.2% | +31.3% | -41.5% | -9.6% |
| YTD | -5.3% | -5.2% | -0.1% | -4.3% |
| 1Y | +2.5% | -6.6% | +9.1% | +3.5% |
| All | +104.8% | +5.0% | +99.8% | +109.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling