+156.7%
GS vs TYL
-22.4%
+179.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.7% | -1.1% | +2.7% |
| 7D | +0.3% | +17.3% | -17.0% | -2.7% |
| 30D | +3.9% | +28.9% | -25.0% | -1.3% |
| 3M | -11.4% | +35.1% | -46.5% | -17.0% |
| 6M | +3.7% | +29.3% | -25.6% | -2.7% |
| YTD | +7.1% | -6.8% | +13.9% | +9.2% |
| 1Y | +19.7% | -9.9% | +29.6% | +23.1% |
| 3Y | +202.8% | +1.7% | +201.2% | +196.4% |
| 5Y | +156.7% | -21.6% | +178.3% | +157.3% |
| All | +156.7% | -22.4% | +179.1% | +157.3% |
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