+13.1%
GSK vs TYL
-10.1%
+23.2%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +4.7% | +0.3% | +4.6% |
| 7D | +4.9% | +17.3% | -12.3% | +3.7% |
| 30D | +9.9% | +28.9% | -19.0% | +8.2% |
| 3M | +0.2% | +35.1% | -34.9% | -1.2% |
| 6M | +2.3% | +29.3% | -27.0% | +0.6% |
| YTD | +7.1% | -6.8% | +13.8% | +7.2% |
| 1Y | +13.1% | -9.9% | +23.0% | +14.2% |
| All | +13.1% | -10.1% | +23.2% | +14.2% |
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