-54.4%
GLXY vs TYL
-8.8%
-45.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.6% | +6.8% | +6.1% |
| 7D | -0.5% | +3.5% | -4.1% | +0.8% |
| 30D | -28.6% | +26.9% | -55.5% | -24.8% |
| 3M | -28.1% | +33.8% | -61.9% | -23.6% |
| 6M | -52.0% | +28.8% | -80.8% | -48.3% |
| YTD | -35.1% | -7.9% | -27.2% | -34.1% |
| All | -54.4% | -8.8% | -45.5% | -54.3% |
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