+1.4%
GPN vs TYL
-39.5%
+40.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.5% | -1.2% | -2.1% |
| 7D | -6.2% | -8.6% | +2.4% | -2.8% |
| 30D | +1.0% | +7.5% | -6.5% | -2.3% |
| 3M | +36.9% | +10.9% | +26.0% | +30.2% |
| 6M | +16.8% | -6.7% | +23.5% | +18.3% |
| YTD | +13.2% | -24.5% | +37.7% | +26.1% |
| 1Y | +1.4% | -38.6% | +40.1% | +21.2% |
| All | +1.4% | -39.5% | +40.9% | +21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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