+100.5%
GSK vs TYL
+174.6%
-74.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +3.0% | +2.5% |
| 7D | +4.9% | +3.5% | +1.4% | +4.4% |
| 30D | +10.8% | +26.9% | -16.1% | +7.0% |
| 3M | -1.8% | +33.8% | -35.6% | -6.1% |
| 6M | +4.1% | +28.8% | -24.7% | -0.2% |
| YTD | +7.9% | -7.9% | +15.8% | +8.3% |
| 1Y | +14.4% | -9.8% | +24.2% | +15.2% |
| 3Y | +68.1% | +1.2% | +66.9% | +63.6% |
| 5Y | +47.7% | -22.8% | +70.5% | +49.8% |
| 10Y | +100.5% | +168.8% | -68.3% | +55.9% |
| All | +100.5% | +174.6% | -74.1% | +55.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling