+521.8%
GLW vs TYL
+169.5%
+352.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.8% | -4.1% | -3.4% |
| 7D | -11.1% | +4.3% | -15.4% | -11.8% |
| 30D | -28.4% | +28.0% | -56.4% | -31.6% |
| 3M | -28.8% | +32.3% | -61.1% | -33.0% |
| 6M | -39.8% | +29.9% | -69.7% | -44.3% |
| YTD | +28.7% | -7.1% | +35.9% | +30.4% |
| 1Y | +27.7% | -9.2% | +36.9% | +30.2% |
| 3Y | +331.3% | +0.7% | +330.6% | +309.0% |
| 5Y | +233.4% | -21.1% | +254.5% | +240.2% |
| 10Y | +521.8% | +180.8% | +341.0% | +250.8% |
| All | +521.8% | +169.5% | +352.2% | +250.8% |
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