+2.2%
TYL vs GRMN
+165.7%
-163.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -0.9% | +0.5% |
| 7D | +0.5% | +1.7% | -1.1% | +0.2% |
| 30D | +25.2% | +10.2% | +15.0% | +22.5% |
| 3M | +31.8% | -4.7% | +36.5% | +32.9% |
| 6M | +36.3% | +22.3% | +14.0% | +29.3% |
| YTD | -6.3% | +46.7% | -52.9% | -15.2% |
| 1Y | -9.5% | +49.6% | -59.1% | -18.5% |
| All | +2.2% | +165.7% | -163.5% | -17.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling