+101.8%
GSK vs TYL
+169.5%
-67.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.7% |
| 7D | +5.2% | +4.3% | +0.9% | +4.5% |
| 30D | +10.2% | +28.0% | -17.8% | +6.2% |
| 3M | -0.9% | +32.3% | -33.2% | -5.0% |
| 6M | +3.5% | +29.9% | -26.4% | -0.9% |
| YTD | +7.2% | -7.1% | +14.3% | +7.5% |
| 1Y | +12.0% | -9.2% | +21.2% | +12.7% |
| 3Y | +67.3% | +0.7% | +66.6% | +63.1% |
| 5Y | +45.3% | -21.1% | +66.3% | +46.7% |
| 10Y | +101.8% | +180.8% | -79.0% | +56.4% |
| All | +101.8% | +169.5% | -67.8% | +56.4% |
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