+562.0%
GLW vs TYL
+185.3%
+376.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.9% | +6.5% | +7.3% |
| 7D | +1.4% | +0.5% | +0.9% | +1.3% |
| 30D | -18.2% | +25.2% | -43.4% | -21.5% |
| 3M | -24.2% | +31.8% | -56.0% | -28.6% |
| 6M | -41.7% | +36.3% | -78.0% | -46.7% |
| YTD | +38.3% | -6.3% | +44.6% | +39.9% |
| 1Y | +38.2% | -9.5% | +47.7% | +41.3% |
| 3Y | +363.4% | +1.6% | +361.8% | +338.8% |
| 5Y | +254.6% | -21.8% | +276.3% | +264.4% |
| 10Y | +562.0% | +183.3% | +378.7% | +272.1% |
| All | +562.0% | +185.3% | +376.7% | +272.1% |
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