-28.2%
TYL vs GWRE
+15.9%
-44.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.0% | +3.5% | +0.7% |
| 7D | -8.6% | -26.2% | +17.6% | +3.2% |
| 30D | +7.5% | -17.8% | +25.3% | +15.5% |
| 3M | +10.9% | +14.2% | -3.3% | +2.3% |
| 6M | -6.7% | -12.9% | +6.2% | -4.6% |
| YTD | -24.5% | -29.2% | +4.7% | -15.9% |
| 1Y | -38.6% | -44.4% | +5.8% | -24.2% |
| 3Y | -12.6% | +51.1% | -63.7% | -41.2% |
| 5Y | -28.2% | +16.5% | -44.8% | -42.3% |
| All | -28.2% | +15.9% | -44.2% | -42.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling