+187.8%
TYL vs GAP
+1.5%
+186.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +1.0% | +0.2% |
| 7D | +0.8% | -1.9% | +2.7% | +1.0% |
| 30D | +21.1% | -7.1% | +28.2% | +22.0% |
| 3M | +28.9% | +4.1% | +24.8% | +28.0% |
| 6M | +42.0% | +1.9% | +40.1% | +40.8% |
| YTD | -6.6% | -15.2% | +8.6% | -6.0% |
| 1Y | -9.1% | -10.6% | +1.6% | -9.1% |
| 3Y | +1.8% | +74.6% | -72.7% | -10.1% |
| 5Y | -22.9% | +3.7% | -26.6% | -31.2% |
| All | +187.8% | +1.5% | +186.3% | +143.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 10y: compounded portfolio wealth divided by compounded GAP 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…
10y analysis · Full analysis span regression · 6 months rolling