+307.7%
GLW vs TYL
+2.6%
+305.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.3% | +4.9% | +1.7% |
| 7D | -13.9% | +6.7% | -20.6% | -11.6% |
| 30D | -35.0% | +26.5% | -61.5% | -28.7% |
| 3M | -32.4% | +37.3% | -69.6% | -23.4% |
| 6M | -41.3% | +31.2% | -72.5% | -32.7% |
| YTD | +21.8% | -7.4% | +29.2% | +43.8% |
| 1Y | +21.8% | -9.6% | +31.4% | +44.2% |
| 3Y | +307.7% | +1.9% | +305.8% | +378.9% |
| All | +307.7% | +2.6% | +305.1% | +378.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling