-24.8%
TYL vs GME
-62.8%
+38.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.7% | -4.0% |
| 7D | -3.7% | +7.2% | -10.9% | -4.1% |
| 30D | +18.7% | +0.8% | +17.9% | +18.7% |
| 3M | +18.1% | -14.0% | +32.1% | +19.2% |
| 6M | -1.1% | -19.7% | +18.6% | +0.1% |
| YTD | -19.8% | -4.6% | -15.2% | -19.7% |
| 1Y | -34.3% | -14.3% | -20.0% | -33.9% |
| 3Y | -8.2% | +4.0% | -12.2% | -18.9% |
| All | -24.8% | -62.8% | +38.1% | -28.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling