-55.6%
GLXY vs TYL
-8.1%
-47.6%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.8% | -3.6% | -2.5% |
| 7D | -16.2% | +4.3% | -20.5% | -14.9% |
| 30D | -30.6% | +28.0% | -58.5% | -26.7% |
| 3M | -27.7% | +32.3% | -60.1% | -23.3% |
| 6M | -53.3% | +29.9% | -83.2% | -49.6% |
| YTD | -36.9% | -7.1% | -29.8% | -35.8% |
| 1Y | -55.6% | -9.2% | -46.4% | -55.4% |
| All | -55.6% | -8.1% | -47.6% | -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