+180.7%
TYL vs GME
+482.1%
-301.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.5% | +0.9% |
| 7D | +4.3% | +4.8% | -0.5% | +4.2% |
| 30D | +28.0% | -4.3% | +32.2% | +28.1% |
| 3M | +32.3% | +35.3% | -3.0% | +31.1% |
| 6M | +29.9% | +4.7% | +25.2% | +29.6% |
| YTD | -7.1% | +26.6% | -33.8% | -7.9% |
| 1Y | -9.2% | +18.3% | -27.6% | -9.8% |
| 3Y | +0.7% | +102.8% | -102.1% | -5.1% |
| 5Y | -21.1% | -48.9% | +27.9% | -24.1% |
| All | +180.7% | +482.1% | -301.4% | +114.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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