+104.9%
TYL vs GAP
+34.2%
+70.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.2% | -4.2% | -4.4% |
| 7D | -7.6% | +1.7% | -9.3% | -7.8% |
| 30D | +11.3% | +9.3% | +2.0% | +10.2% |
| 3M | +14.5% | +6.1% | +8.4% | +13.6% |
| 6M | -7.1% | -2.3% | -4.9% | -7.5% |
| YTD | -23.4% | -10.6% | -12.8% | -23.2% |
| 1Y | -38.6% | -4.4% | -34.1% | -39.0% |
| 3Y | -11.3% | +118.3% | -129.6% | -23.7% |
| 5Y | -28.0% | +12.2% | -40.2% | -36.0% |
| 10Y | +104.9% | +33.7% | +71.1% | +72.7% |
| All | +104.9% | +34.2% | +70.7% | +72.7% |
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