+11.7%
GS vs TYL
-8.4%
+20.1%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.7% | -8.1% | -6.2% |
| 7D | -6.3% | +15.1% | -21.4% | -5.1% |
| 30D | -3.1% | +30.1% | -33.2% | -0.8% |
| 3M | -17.7% | +40.4% | -58.0% | -15.0% |
| 6M | -4.6% | +31.3% | -35.8% | -1.1% |
| YTD | +0.3% | -5.2% | +5.5% | +2.3% |
| 1Y | +11.7% | -6.6% | +18.3% | +13.8% |
| All | +11.7% | -8.4% | +20.1% | +13.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling