+211.6%
GM vs TYL
+183.6%
+28.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -0.2% | +0.8% | -1.0% | -0.4% |
| 30D | +3.6% | +21.1% | -17.6% | -2.4% |
| 3M | -0.2% | +28.9% | -29.2% | -7.9% |
| 6M | +13.9% | +42.0% | -28.1% | +1.0% |
| YTD | +6.5% | -6.6% | +13.0% | +6.7% |
| 1Y | +20.7% | -9.1% | +29.7% | +22.1% |
| 3Y | +229.5% | +1.8% | +227.6% | +209.5% |
| 5Y | +41.5% | -22.9% | +64.4% | +41.5% |
| All | +211.6% | +183.6% | +28.0% | +111.2% |
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 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