+488.8%
GS vs TYL
+174.9%
+313.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.7% | -8.1% | -6.8% |
| 7D | -6.3% | +15.1% | -21.4% | -9.6% |
| 30D | -3.1% | +30.1% | -33.2% | -9.5% |
| 3M | -17.7% | +40.4% | -58.0% | -25.0% |
| 6M | -4.6% | +31.3% | -35.8% | -12.5% |
| YTD | +0.3% | -5.2% | +5.5% | +0.4% |
| 1Y | +11.7% | -6.6% | +18.3% | +12.2% |
| 3Y | +183.6% | +3.4% | +180.2% | +171.4% |
| 5Y | +141.0% | -19.3% | +160.2% | +143.2% |
| All | +488.8% | +174.9% | +313.9% | +290.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling