-11.3%
TYL vs GNRC
+62.7%
-74.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.5% | -6.0% | -4.5% |
| 7D | -7.6% | +4.8% | -12.4% | -7.8% |
| 30D | +11.3% | -10.4% | +21.7% | +11.8% |
| 3M | +14.5% | -28.5% | +43.0% | +16.2% |
| 6M | -7.1% | -6.8% | -0.4% | -9.4% |
| YTD | -23.4% | +39.5% | -62.9% | -30.7% |
| 1Y | -38.6% | +3.4% | -42.0% | -41.6% |
| 3Y | -11.3% | +65.1% | -76.5% | -23.9% |
| All | -11.3% | +62.7% | -74.0% | -23.9% |
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