+14,355.3%
TYL vs GAP
+2,175.1%
+12,180.2%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.1% | +1.9% | -1.6% |
| 7D | +6.7% | -3.8% | +10.4% | +7.3% |
| 30D | +26.5% | -9.0% | +35.6% | +28.5% |
| 3M | +37.3% | +5.5% | +31.8% | +35.4% |
| 6M | +31.2% | -11.1% | +42.2% | +32.4% |
| YTD | -7.4% | -13.6% | +6.2% | -6.7% |
| 1Y | -9.6% | -2.9% | -6.7% | -10.9% |
| 3Y | +1.9% | +69.6% | -67.7% | -15.2% |
| 5Y | -21.1% | +5.4% | -26.5% | -31.6% |
| 10Y | +171.8% | +17.8% | +154.0% | +100.8% |
| All | +14,355.3% | +2,175.1% | +12,180.2% | +5,807.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling