+121.1%
GLD vs TYL
-20.5%
+141.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.8% |
| 7D | +1.9% | +15.1% | -13.2% | +1.7% |
| 30D | -1.8% | +30.1% | -31.8% | -2.1% |
| 3M | -3.6% | +40.4% | -44.0% | -4.1% |
| 6M | -10.2% | +31.3% | -41.5% | -10.6% |
| YTD | -5.3% | -5.2% | -0.1% | -4.7% |
| 1Y | +2.5% | -6.6% | +9.1% | +3.1% |
| 3Y | +103.2% | +3.4% | +99.8% | +103.1% |
| 5Y | +121.1% | -19.3% | +140.4% | +117.9% |
| All | +121.1% | -20.5% | +141.6% | +117.9% |
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 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