+1,828.1%
TYL vs GNRC
+2,087.1%
-259.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.4% | -6.4% | -4.6% |
| 7D | -3.7% | +1.9% | -5.6% | -4.1% |
| 30D | +18.7% | -13.8% | +32.6% | +22.3% |
| 3M | +18.1% | -32.6% | +50.8% | +27.0% |
| 6M | -1.1% | -15.2% | +14.1% | -0.9% |
| YTD | -19.8% | +37.4% | -57.2% | -29.7% |
| 1Y | -34.3% | +5.1% | -39.5% | -38.9% |
| 3Y | -8.2% | +57.5% | -65.7% | -26.1% |
| 5Y | -25.4% | -58.7% | +33.3% | -20.3% |
| 10Y | +115.6% | +395.5% | -279.9% | +17.2% |
| All | +1,828.1% | +2,087.1% | -259.0% | +554.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling