+185.7%
GS vs TYL
-25.2%
+210.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.0% | +4.1% | +0.9% |
| 7D | +0.9% | -3.7% | +4.6% | +1.7% |
| 30D | -1.6% | +18.7% | -20.3% | -5.3% |
| 3M | -4.5% | +18.1% | -22.6% | -8.7% |
| 6M | +20.9% | -1.1% | +22.0% | +20.5% |
| YTD | +19.9% | -19.8% | +39.7% | +26.2% |
| 1Y | +41.4% | -34.3% | +75.7% | +58.1% |
| 3Y | +239.2% | -8.2% | +247.4% | +236.4% |
| All | +185.7% | -25.2% | +210.9% | +186.3% |
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 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