+180.7%
TYL vs GRMN
+651.6%
-470.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.2% |
| 7D | +4.3% | +6.3% | -2.0% | +1.9% |
| 30D | +28.0% | +7.6% | +20.4% | +24.5% |
| 3M | +32.3% | -7.5% | +39.8% | +35.8% |
| 6M | +29.9% | +21.2% | +8.7% | +19.3% |
| YTD | -7.1% | +44.0% | -51.1% | -20.8% |
| 1Y | -9.2% | +44.7% | -54.0% | -22.8% |
| 3Y | +0.7% | +160.5% | -159.8% | -37.5% |
| 5Y | -21.1% | +124.6% | -145.7% | -49.1% |
| All | +180.7% | +651.6% | -470.9% | +29.0% |
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