-7.2%
TYL vs GGLL
+245.5%
-252.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.3% | -1.7% | -3.9% |
| 7D | -3.7% | -4.8% | +1.1% | -3.5% |
| 30D | +18.7% | -13.7% | +32.4% | +19.2% |
| 3M | +18.1% | -21.9% | +40.0% | +18.9% |
| 6M | -1.1% | +11.7% | -12.8% | -2.4% |
| YTD | -19.8% | +2.3% | -22.1% | -20.5% |
| 1Y | -34.3% | +76.2% | -110.5% | -37.5% |
| All | -7.2% | +245.5% | -252.7% | -22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 3y: compounded portfolio wealth divided by compounded GGLL 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…
3y analysis · Full analysis span regression · 6 months rolling