+180.8%
TYL vs GAP
+12.0%
+168.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.0% |
| 7D | +4.3% | -0.1% | +4.4% | +4.3% |
| 30D | +28.0% | -5.4% | +33.4% | +28.6% |
| 3M | +32.3% | +2.9% | +29.4% | +31.6% |
| 6M | +29.9% | -4.4% | +34.3% | +29.7% |
| YTD | -7.1% | -11.6% | +4.5% | -6.9% |
| 1Y | -9.2% | -6.0% | -3.2% | -9.7% |
| 3Y | +0.7% | +78.0% | -77.3% | -11.2% |
| 5Y | -21.1% | +8.5% | -29.5% | -29.8% |
| 10Y | +180.8% | +8.6% | +172.2% | +135.5% |
| All | +180.8% | +12.0% | +168.9% | +135.5% |
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