-34.3%
TYL vs GWRE
-25.4%
-8.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -19.9% | +15.9% | +4.0% |
| 7D | -3.7% | -21.1% | +17.4% | +4.9% |
| 30D | +18.7% | +1.3% | +17.4% | +16.2% |
| 3M | +18.1% | +7.4% | +10.7% | +11.5% |
| 6M | -1.1% | +5.6% | -6.7% | -7.1% |
| YTD | -19.8% | -19.2% | -0.6% | -21.6% |
| 1Y | -34.3% | -25.1% | -9.2% | -34.3% |
| All | -34.3% | -25.4% | -8.9% | -34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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