-52.0%
GTLB vs TYL
-25.8%
-26.3%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.0% | +5.1% | +5.2% |
| 7D | +11.1% | -3.7% | +14.7% | +14.9% |
| 30D | +37.8% | +18.7% | +19.1% | +15.3% |
| 3M | +61.6% | +18.1% | +43.4% | +32.9% |
| 6M | +98.9% | -1.1% | +100.0% | +97.8% |
| YTD | +32.8% | -19.8% | +52.6% | +62.7% |
| 1Y | +14.7% | -34.3% | +49.0% | +74.3% |
| 3Y | +1.3% | -8.2% | +9.6% | -6.1% |
| All | -52.0% | -25.8% | -26.3% | -32.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling