+250.2%
GM vs TYL
+1,983.3%
-1,733.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.3% |
| 7D | +0.4% | +4.3% | -3.9% | -0.9% |
| 30D | +7.2% | +28.0% | -20.7% | -1.3% |
| 3M | +1.0% | +32.3% | -31.3% | -8.2% |
| 6M | +13.0% | +29.9% | -16.9% | +2.2% |
| YTD | +9.8% | -7.1% | +16.9% | +9.4% |
| 1Y | +25.9% | -9.2% | +35.1% | +26.4% |
| 3Y | +240.4% | +0.7% | +239.7% | +219.8% |
| 5Y | +56.1% | -21.1% | +77.2% | +56.0% |
| 10Y | +226.7% | +180.8% | +45.9% | +98.2% |
| All | +250.2% | +1,983.3% | -1,733.1% | -31.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling