-10.0%
TYL vs GRMN
+46.6%
-56.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.7% | -1.1% |
| 7D | +3.5% | +6.4% | -2.9% | +1.8% |
| 30D | +26.9% | +8.7% | +18.2% | +24.4% |
| 3M | +33.8% | -5.8% | +39.6% | +35.5% |
| 6M | +28.8% | +22.5% | +6.3% | +20.8% |
| YTD | -7.9% | +45.6% | -53.5% | -23.5% |
| All | -10.0% | +46.6% | -56.6% | -25.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling