+816.6%
GLD vs TYL
+4,399.8%
-3,583.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.0% | +3.2% | -0.8% |
| 7D | -0.5% | -3.7% | +3.2% | -0.4% |
| 30D | +4.4% | +18.7% | -14.3% | +4.0% |
| 3M | -1.1% | +18.1% | -19.2% | -1.5% |
| 6M | -13.8% | -1.1% | -12.7% | -13.8% |
| YTD | +2.6% | -19.8% | +22.4% | +3.1% |
| 1Y | +24.5% | -34.3% | +58.8% | +25.7% |
| 3Y | +125.8% | -8.2% | +134.1% | +125.6% |
| 5Y | +137.8% | -25.4% | +163.2% | +137.8% |
| 10Y | +221.4% | +115.6% | +105.8% | +214.9% |
| All | +816.6% | +4,399.8% | -3,583.2% | +711.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling