+141.0%
GS vs TYL
-20.5%
+161.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.7% | -8.1% | -6.7% |
| 7D | -6.3% | +15.1% | -21.4% | -8.9% |
| 30D | -3.1% | +30.1% | -33.2% | -8.1% |
| 3M | -17.7% | +40.4% | -58.0% | -23.4% |
| 6M | -4.6% | +31.3% | -35.8% | -10.7% |
| YTD | +0.3% | -5.2% | +5.5% | +1.9% |
| 1Y | +11.7% | -6.6% | +18.3% | +13.9% |
| 3Y | +183.6% | +3.4% | +180.2% | +176.6% |
| 5Y | +141.0% | -19.3% | +160.2% | +140.6% |
| All | +141.0% | -20.5% | +161.5% | +140.6% |
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