+1.9%
TYL vs GRMN
+160.2%
-158.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.2% |
| 7D | +6.7% | +4.7% | +1.9% | +5.5% |
| 30D | +26.5% | +3.4% | +23.1% | +25.6% |
| 3M | +37.3% | -5.0% | +42.3% | +38.7% |
| 6M | +31.2% | +18.6% | +12.6% | +25.3% |
| YTD | -7.4% | +42.5% | -49.8% | -15.7% |
| 1Y | -9.6% | +42.3% | -51.9% | -17.7% |
| 3Y | +1.9% | +158.5% | -156.6% | -18.5% |
| All | +1.9% | +160.2% | -158.3% | -18.5% |
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