-10.3%
TYL vs GME
+18.7%
-29.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.5% | +0.9% |
| 7D | +4.3% | +4.8% | -0.5% | +3.5% |
| 30D | +28.0% | -4.3% | +32.2% | +28.6% |
| 3M | +32.3% | +35.3% | -3.0% | +25.2% |
| 6M | +29.9% | +4.7% | +25.2% | +28.6% |
| YTD | -7.1% | +26.6% | -33.8% | -7.1% |
| All | -10.3% | +18.7% | -29.0% | -10.9% |
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