+767.2%
GLW vs TYL
+116.1%
+651.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -4.0% | +9.7% | +6.5% |
| 7D | +3.8% | -3.7% | +7.4% | +4.4% |
| 30D | -1.3% | +18.7% | -20.1% | -5.1% |
| 3M | -21.8% | +18.1% | -39.9% | -25.9% |
| 6M | +6.9% | -1.1% | +8.0% | +5.1% |
| YTD | +77.2% | -19.8% | +97.0% | +85.0% |
| 1Y | +123.2% | -34.3% | +157.6% | +150.0% |
| 3Y | +400.0% | -8.2% | +408.2% | +376.9% |
| 5Y | +342.8% | -25.4% | +368.2% | +345.4% |
| All | +767.2% | +116.1% | +651.1% | +423.4% |
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