-1.5%
GTLB vs TYL
-37.9%
+36.3%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -4.5% | -0.9% | -2.8% |
| 7D | +4.6% | -7.6% | +12.2% | +9.4% |
| 30D | +21.0% | +11.3% | +9.7% | +13.8% |
| 3M | +51.7% | +14.5% | +37.2% | +39.2% |
| 6M | +89.3% | -7.1% | +96.4% | +90.0% |
| YTD | +25.6% | -23.4% | +49.0% | +34.0% |
| 1Y | -1.5% | -38.6% | +37.0% | +12.7% |
| All | -1.5% | -37.9% | +36.3% | +12.7% |
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