-4.1%
GTLB vs TYL
-6.4%
+2.4%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.0% | +5.1% | +3.8% |
| 7D | +11.1% | -3.7% | +14.7% | +13.7% |
| 30D | +37.8% | +18.7% | +19.1% | +22.3% |
| 3M | +61.6% | +18.1% | +43.4% | +42.3% |
| 6M | +98.9% | -1.1% | +100.0% | +98.1% |
| YTD | +32.8% | -19.8% | +52.6% | +53.4% |
| 1Y | +14.7% | -34.3% | +49.0% | +53.6% |
| All | -4.1% | -6.4% | +2.4% | +1.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling