+0.7%
TYL vs GNRC
+76.7%
-75.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.7% | +4.5% | +0.8% |
| 7D | +4.3% | -13.1% | +17.4% | +4.3% |
| 30D | +28.0% | -19.2% | +47.1% | +28.1% |
| 3M | +32.3% | -11.8% | +44.1% | +32.3% |
| 6M | +29.9% | -32.5% | +62.4% | +31.0% |
| YTD | -7.1% | +33.3% | -40.4% | -16.1% |
| 1Y | -9.2% | +16.0% | -25.3% | -16.2% |
| 3Y | +0.7% | +75.5% | -74.8% | -18.2% |
| All | +0.7% | +76.7% | -75.9% | -18.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling