+177.7%
GM vs TYL
-6.4%
+184.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.0% | +4.8% | +1.2% |
| 7D | +1.9% | -3.7% | +5.6% | +2.2% |
| 30D | -1.4% | +18.7% | -20.1% | -2.8% |
| 3M | +5.9% | +18.1% | -12.2% | +4.3% |
| 6M | +12.4% | -1.1% | +13.5% | +12.8% |
| YTD | +8.6% | -19.8% | +28.4% | +12.8% |
| 1Y | +52.6% | -34.3% | +86.9% | +64.6% |
| All | +177.7% | -6.4% | +184.1% | +173.8% |
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