-36.9%
GLXY vs TYL
-25.7%
-11.2%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.1% | -5.4% | -5.2% |
| 7D | +5.3% | +0.8% | +4.4% | +5.4% |
| 30D | -19.8% | +21.1% | -40.9% | -17.1% |
| 3M | -31.4% | +28.9% | -60.3% | -28.7% |
| 6M | -53.3% | +42.0% | -95.3% | -51.7% |
| YTD | -35.7% | -6.6% | -29.1% | -29.9% |
| 1Y | -47.2% | -9.1% | -38.1% | -42.4% |
| All | -36.9% | -25.7% | -11.2% | -27.5% |
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