-23.0%
TYL vs GRMN
+119.4%
-142.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.2% | +0.5% |
| 7D | -1.6% | -0.1% | -1.5% | -1.6% |
| 30D | +22.1% | +3.5% | +18.6% | +20.5% |
| 3M | +33.4% | -7.3% | +40.7% | +36.8% |
| 6M | +36.8% | +21.8% | +15.0% | +25.1% |
| YTD | -6.7% | +42.8% | -49.5% | -20.7% |
| 1Y | -9.2% | +46.5% | -55.7% | -23.8% |
| 3Y | +1.2% | +158.3% | -157.1% | -43.7% |
| 5Y | -23.0% | +122.6% | -145.6% | -53.2% |
| All | -23.0% | +119.4% | -142.4% | -53.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling