+104.0%
TYL vs GNRC
+425.3%
-321.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.5% | -1.1% |
| 7D | -8.6% | +3.2% | -11.8% | -9.2% |
| 30D | +7.5% | -9.5% | +17.1% | +9.5% |
| 3M | +10.9% | -28.5% | +39.5% | +17.3% |
| 6M | -6.7% | -10.0% | +3.2% | -8.0% |
| YTD | -24.5% | +36.7% | -61.3% | -34.0% |
| 1Y | -38.6% | +2.6% | -41.2% | -42.7% |
| 3Y | -12.6% | +61.9% | -74.5% | -30.9% |
| 5Y | -28.2% | -59.0% | +30.8% | -22.6% |
| 10Y | +104.0% | +444.8% | -340.8% | +16.1% |
| All | +104.0% | +425.3% | -321.3% | +16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 10y: compounded portfolio wealth divided by compounded GNRC 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…
10y analysis · Full analysis span regression · 6 months rolling