+10,359.0%
TYL vs GME
+1,481.4%
+8,877.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.7% | -0.5% |
| 7D | -1.6% | +6.0% | -7.6% | -1.9% |
| 30D | +22.1% | -5.9% | +28.0% | +22.5% |
| 3M | +33.4% | +38.2% | -4.8% | +30.6% |
| 6M | +36.8% | +14.5% | +22.3% | +35.4% |
| YTD | -6.7% | +27.6% | -34.3% | -8.3% |
| 1Y | -9.2% | +19.9% | -29.2% | -10.5% |
| 3Y | +1.2% | +104.3% | -103.1% | -11.2% |
| 5Y | -23.0% | -49.3% | +26.3% | -28.7% |
| 10Y | +182.0% | +473.0% | -291.0% | +31.1% |
| All | +10,359.0% | +1,481.4% | +8,877.7% | +3,149.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling