+231.3%
GM vs TYL
+102.8%
+128.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.5% | -0.9% | -1.9% |
| 7D | -1.1% | -8.6% | +7.5% | +1.5% |
| 30D | -4.6% | +7.5% | -12.1% | -6.8% |
| 3M | +0.2% | +10.9% | -10.7% | -3.6% |
| 6M | +12.6% | -6.7% | +19.3% | +13.5% |
| YTD | +3.7% | -24.5% | +28.2% | +11.0% |
| 1Y | +45.6% | -38.6% | +84.3% | +67.4% |
| 3Y | +162.0% | -12.6% | +174.6% | +156.3% |
| 5Y | +80.5% | -28.2% | +108.7% | +83.8% |
| 10Y | +231.3% | +104.0% | +127.3% | +150.7% |
| All | +231.3% | +102.8% | +128.6% | +150.7% |
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 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