+15.5%
GLXY vs TYL
-36.2%
+51.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.0% | +3.4% | -0.9% |
| 7D | +13.4% | -3.7% | +17.1% | +13.2% |
| 30D | +38.1% | +18.7% | +19.4% | +39.6% |
| 3M | -7.3% | +18.1% | -25.5% | -6.4% |
| 6M | +8.2% | -1.1% | +9.3% | +13.8% |
| YTD | +17.8% | -19.8% | +37.6% | +24.4% |
| 1Y | +14.9% | -34.3% | +49.2% | +27.1% |
| All | +15.5% | -36.2% | +51.7% | +28.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling