+246.5%
GM vs TYL
+1,698.6%
-1,452.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.0% | +4.8% | +2.1% |
| 7D | +1.9% | -3.7% | +5.6% | +3.1% |
| 30D | -1.4% | +18.7% | -20.1% | -6.9% |
| 3M | +5.9% | +18.1% | -12.2% | -0.6% |
| 6M | +12.4% | -1.1% | +13.5% | +11.0% |
| YTD | +8.6% | -19.8% | +28.4% | +14.0% |
| 1Y | +52.6% | -34.3% | +86.9% | +71.6% |
| 3Y | +169.7% | -8.2% | +177.9% | +160.5% |
| 5Y | +87.5% | -25.4% | +113.0% | +90.8% |
| 10Y | +233.0% | +115.6% | +117.4% | +121.8% |
| All | +246.5% | +1,698.6% | -1,452.1% | -29.0% |
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