+15.9%
GTLB vs TYL
+2.6%
+13.4%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.4% | -0.4% |
| 7D | -11.1% | +6.7% | -17.8% | -15.0% |
| 30D | -7.5% | +26.5% | -34.0% | -22.2% |
| 3M | +34.8% | +37.3% | -2.5% | +7.0% |
| 6M | +98.0% | +31.2% | +66.8% | +61.1% |
| YTD | +28.1% | -7.4% | +35.5% | +33.3% |
| 1Y | +5.6% | -9.6% | +15.1% | +11.4% |
| 3Y | +15.9% | +1.9% | +14.0% | +9.1% |
| All | +15.9% | +2.6% | +13.4% | +9.1% |
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