+8,888.4%
TYL vs GME
+1,082.6%
+7,805.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +19.1% |
| 6M | -1.1% | -19.7% | +18.6% | 0.0% |
| 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% | -15.9% |
| 5Y | -25.4% | -62.2% | +36.8% | -29.8% |
| 10Y | +115.6% | +241.4% | -125.8% | +6.9% |
| All | +8,888.4% | +1,082.6% | +7,805.8% | +2,744.7% |
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