+2,133.4%
TYL vs GNRC
+2,022.1%
+111.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.7% | +4.5% | +1.6% |
| 7D | +4.3% | -13.1% | +17.4% | +7.0% |
| 30D | +28.0% | -19.2% | +47.1% | +32.8% |
| 3M | +32.3% | -11.8% | +44.1% | +33.2% |
| 6M | +29.9% | -32.5% | +62.4% | +36.4% |
| YTD | -7.1% | +33.3% | -40.4% | -19.4% |
| 1Y | -9.2% | +16.0% | -25.3% | -18.7% |
| 3Y | +0.7% | +75.5% | -74.8% | -22.3% |
| 5Y | -21.1% | -58.7% | +37.7% | -17.0% |
| 10Y | +180.8% | +351.2% | -170.4% | +53.8% |
| All | +2,133.4% | +2,022.1% | +111.3% | +650.3% |
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