+1,122.4%
TYL vs GWRE
+844.2%
+278.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.2% |
| 7D | +0.5% | -7.3% | +7.9% | +3.5% |
| 30D | +25.2% | -4.0% | +29.2% | +26.8% |
| 3M | +31.8% | -10.5% | +42.2% | +35.3% |
| 6M | +36.3% | +17.7% | +18.5% | +24.3% |
| YTD | -6.3% | -21.3% | +15.1% | -1.2% |
| 1Y | -9.5% | -28.0% | +18.5% | -1.5% |
| 3Y | +1.6% | +73.6% | -72.0% | -25.7% |
| 5Y | -21.8% | +26.1% | -47.9% | -36.9% |
| 10Y | +183.3% | +169.2% | +14.1% | +73.1% |
| All | +1,122.4% | +844.2% | +278.2% | +563.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling