+945.8%
TYL vs GWRE
+869.7%
+76.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -19.9% | +15.9% | +3.7% |
| 7D | -3.7% | -21.1% | +17.4% | +4.6% |
| 30D | +18.7% | +1.3% | +17.4% | +16.8% |
| 3M | +18.1% | +7.4% | +10.7% | +12.7% |
| 6M | -1.1% | +5.6% | -6.7% | -6.1% |
| YTD | -19.8% | -19.2% | -0.6% | -15.9% |
| 1Y | -34.3% | -25.1% | -9.2% | -29.8% |
| 3Y | -8.2% | +87.7% | -95.9% | -34.8% |
| 5Y | -25.4% | +32.0% | -57.5% | -40.6% |
| 10Y | +115.6% | +157.8% | -42.2% | +33.7% |
| All | +945.8% | +869.7% | +76.1% | +465.0% |
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