-22.4%
TYL vs GAP
+5.0%
-27.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.1% | +1.9% | -1.8% |
| 7D | +6.7% | -3.8% | +10.4% | +7.1% |
| 30D | +26.5% | -9.0% | +35.6% | +27.9% |
| 3M | +37.3% | +5.5% | +31.8% | +35.9% |
| 6M | +31.2% | -11.1% | +42.2% | +32.1% |
| YTD | -7.4% | -13.6% | +6.2% | -6.9% |
| 1Y | -9.6% | -2.9% | -6.7% | -10.6% |
| 3Y | +1.9% | +69.6% | -67.7% | -15.3% |
| All | -22.4% | +5.0% | -27.4% | -37.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling