+12.6%
GTLB vs TYL
-10.1%
+22.7%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.7% | -4.7% | -2.6% |
| 7D | -9.7% | +17.3% | -26.9% | -17.8% |
| 30D | +1.7% | +28.9% | -27.2% | -13.3% |
| 3M | +43.6% | +35.1% | +8.5% | +18.8% |
| 6M | +113.0% | +29.3% | +83.7% | +79.0% |
| YTD | +39.5% | -6.8% | +46.3% | +36.7% |
| 1Y | +12.6% | -9.9% | +22.5% | +9.8% |
| All | +12.6% | -10.1% | +22.7% | +9.8% |
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