+1.9%
TYL vs GME
+79.6%
-77.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.9% | -6.2% | -2.4% |
| 7D | +6.7% | +3.7% | +3.0% | +6.6% |
| 30D | +26.5% | +2.2% | +24.3% | +26.5% |
| 3M | +37.3% | +30.6% | +6.7% | +36.5% |
| 6M | +31.2% | -0.2% | +31.4% | +31.1% |
| YTD | -7.4% | +25.1% | -32.5% | -7.7% |
| 1Y | -9.6% | +17.7% | -27.2% | -9.8% |
| 3Y | +1.9% | +85.7% | -83.8% | -0.4% |
| All | +1.9% | +79.6% | -77.7% | -0.4% |
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