-55.2%
GLXY vs TYL
-10.1%
-45.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | +4.7% | -21.7% | -15.7% |
| 7D | -26.8% | +17.3% | -44.1% | -23.5% |
| 30D | -38.3% | +28.9% | -67.2% | -34.8% |
| 3M | -36.9% | +35.1% | -72.0% | -32.8% |
| 6M | -52.1% | +29.3% | -81.4% | -48.2% |
| YTD | -37.5% | -6.8% | -30.7% | -36.7% |
| 1Y | -55.2% | -9.9% | -45.3% | -55.4% |
| All | -55.2% | -10.1% | -45.1% | -55.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling