-9.6%
TYL vs GME
+14.4%
-23.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.9% | -6.2% | -2.9% |
| 7D | +6.7% | +3.7% | +3.0% | +6.0% |
| 30D | +26.5% | +2.2% | +24.3% | +26.0% |
| 3M | +37.3% | +30.6% | +6.7% | +30.7% |
| 6M | +31.2% | -0.2% | +31.4% | +30.9% |
| YTD | -7.4% | +25.1% | -32.5% | -7.1% |
| 1Y | -9.6% | +17.7% | -27.2% | -10.3% |
| All | -9.6% | +14.4% | -23.9% | -10.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling