+50.8%
GM vs TYL
-21.3%
+72.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.3% | -1.3% | -2.9% |
| 7D | -1.4% | +6.7% | -8.1% | -3.1% |
| 30D | +6.4% | +26.5% | -20.2% | -0.5% |
| 3M | -0.7% | +37.3% | -38.0% | -9.4% |
| 6M | +9.9% | +31.2% | -21.2% | +0.7% |
| YTD | +6.7% | -7.4% | +14.0% | +8.6% |
| 1Y | +26.2% | -9.6% | +35.8% | +29.6% |
| 3Y | +205.0% | +1.9% | +203.1% | +183.9% |
| All | +50.8% | -21.3% | +72.1% | +49.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling