+205.7%
GLW vs TYL
-20.5%
+226.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +1.7% | -14.6% | -12.8% |
| 7D | -19.7% | +15.1% | -34.8% | -19.3% |
| 30D | -38.8% | +30.1% | -68.8% | -38.4% |
| 3M | -33.9% | +40.4% | -74.2% | -33.7% |
| 6M | -36.0% | +31.3% | -67.3% | -35.7% |
| YTD | +18.7% | -5.2% | +23.9% | +27.5% |
| 1Y | +19.8% | -6.6% | +26.4% | +28.9% |
| 3Y | +294.3% | +3.4% | +290.9% | +300.4% |
| 5Y | +205.7% | -19.3% | +225.0% | +213.6% |
| All | +205.7% | -20.5% | +226.2% | +213.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling