-54.6%
GTLB vs TYL
-29.1%
-25.5%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -4.5% | -0.9% | -0.8% |
| 7D | +4.6% | -7.6% | +12.2% | +13.1% |
| 30D | +21.0% | +11.3% | +9.7% | +8.1% |
| 3M | +51.7% | +14.5% | +37.2% | +28.9% |
| 6M | +89.3% | -7.1% | +96.4% | +101.2% |
| YTD | +25.6% | -23.4% | +49.0% | +61.4% |
| 1Y | -1.5% | -38.6% | +37.0% | +60.9% |
| 3Y | -9.9% | -11.3% | +1.4% | -13.9% |
| All | -54.6% | -29.1% | -25.5% | -32.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling