+104.9%
TYL vs GRMN
+633.1%
-528.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.5% | -4.0% | -4.3% |
| 7D | -7.6% | +0.2% | -7.8% | -7.7% |
| 30D | +11.3% | -11.3% | +22.6% | +16.3% |
| 3M | +14.5% | +17.7% | -3.2% | +6.6% |
| 6M | -7.1% | +14.2% | -21.3% | -13.0% |
| YTD | -23.4% | +37.0% | -60.4% | -33.3% |
| 1Y | -38.6% | +17.0% | -55.5% | -43.3% |
| 3Y | -11.3% | +183.2% | -194.5% | -47.5% |
| 5Y | -28.0% | +77.3% | -105.2% | -49.2% |
| 10Y | +104.9% | +630.9% | -526.0% | -8.1% |
| All | +104.9% | +633.1% | -528.3% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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