+1.7%
TYL vs GAP
+72.0%
-70.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.4% |
| 7D | -1.6% | -5.2% | +3.6% | -1.4% |
| 30D | +22.1% | -6.9% | +29.0% | +22.4% |
| 3M | +33.4% | +5.7% | +27.6% | +33.0% |
| 6M | +36.8% | +0.9% | +35.9% | +36.3% |
| YTD | -6.7% | -14.5% | +7.8% | -6.6% |
| 1Y | -9.2% | -12.1% | +2.9% | -9.3% |
| All | +1.7% | +72.0% | -70.3% | +3.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling