-40.1%
GLXY vs TYL
-26.3%
-13.8%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.3% | +7.5% | +4.7% |
| 7D | -14.6% | +6.7% | -21.3% | -13.3% |
| 30D | -36.2% | +26.5% | -62.7% | -33.9% |
| 3M | -30.1% | +37.3% | -67.4% | -27.2% |
| 6M | -56.1% | +31.2% | -87.3% | -54.0% |
| YTD | -38.9% | -7.4% | -31.6% | -33.5% |
| 1Y | -55.0% | -9.6% | -45.5% | -51.0% |
| All | -40.1% | -26.3% | -13.8% | -31.2% |
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