+20,701.7%
TYL vs GRMN
+6,655.2%
+14,046.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.1% | -4.0% | -4.0% |
| 7D | -3.7% | -2.9% | -0.8% | -3.0% |
| 30D | +18.7% | -8.4% | +27.2% | +21.3% |
| 3M | +18.1% | +15.0% | +3.1% | +13.5% |
| 6M | -1.1% | +11.2% | -12.3% | -4.5% |
| YTD | -19.8% | +37.7% | -57.5% | -26.6% |
| 1Y | -34.3% | +18.5% | -52.8% | -37.7% |
| 3Y | -8.2% | +175.8% | -184.0% | -31.1% |
| 5Y | -25.4% | +75.1% | -100.5% | -37.7% |
| 10Y | +115.6% | +637.0% | -521.5% | +29.3% |
| All | +20,701.7% | +6,655.2% | +14,046.5% | +7,231.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling