+1.8%
TYL vs GME
+106.8%
-105.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | +0.1% |
| 7D | +0.8% | +2.9% | -2.1% | +0.8% |
| 30D | +21.1% | -4.8% | +25.9% | +21.2% |
| 3M | +28.9% | +39.2% | -10.3% | +28.1% |
| 6M | +42.0% | +17.1% | +24.9% | +41.5% |
| YTD | -6.6% | +28.7% | -35.3% | -7.0% |
| 1Y | -9.1% | +23.3% | -32.4% | -9.4% |
| 3Y | +1.8% | +112.9% | -111.1% | -0.3% |
| All | +1.8% | +106.8% | -105.0% | -0.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling