-63.3%
GTLB vs TYL
-21.3%
-41.9%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.4% | +0.4% |
| 7D | -11.1% | +6.7% | -17.8% | -17.0% |
| 30D | -7.5% | +26.5% | -34.0% | -28.5% |
| 3M | +34.8% | +37.3% | -2.5% | -4.6% |
| 6M | +98.0% | +31.2% | +66.8% | +44.5% |
| YTD | +28.1% | -7.4% | +35.5% | +32.7% |
| 1Y | +5.6% | -9.6% | +15.1% | +11.6% |
| 3Y | +15.9% | +1.9% | +14.0% | -2.8% |
| All | -63.3% | -21.3% | -41.9% | -55.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling