+82.8%
GM vs TYL
-28.2%
+110.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.5% | +2.2% | -1.0% |
| 7D | +0.4% | -7.6% | +8.0% | +2.5% |
| 30D | -1.8% | +11.3% | -13.2% | -4.8% |
| 3M | +2.6% | +14.5% | -11.9% | -1.9% |
| 6M | +14.6% | -7.1% | +21.7% | +16.0% |
| YTD | +6.2% | -23.4% | +29.6% | +14.1% |
| 1Y | +48.7% | -38.6% | +87.2% | +73.5% |
| 3Y | +168.3% | -11.3% | +179.6% | +156.9% |
| 5Y | +82.8% | -28.0% | +110.7% | +81.8% |
| All | +82.8% | -28.2% | +110.9% | +81.8% |
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 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