+1,705.8%
GSK vs TYL
+12,593.6%
-10,887.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.0% | +2.1% | -1.7% |
| 7D | -1.8% | -3.7% | +1.9% | -1.6% |
| 30D | -2.2% | +18.7% | -20.9% | -3.2% |
| 3M | -1.8% | +18.1% | -19.9% | -2.9% |
| 6M | -10.6% | -1.1% | -9.5% | -10.8% |
| YTD | +4.4% | -19.8% | +24.2% | +5.4% |
| 1Y | +30.4% | -34.3% | +64.7% | +33.1% |
| 3Y | +60.1% | -8.2% | +68.3% | +59.5% |
| 5Y | +46.8% | -25.4% | +72.2% | +47.2% |
| 10Y | +79.2% | +115.6% | -36.4% | +68.1% |
| All | +1,705.8% | +12,593.6% | -10,887.8% | +1,211.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling