+12,412.3%
TYL vs GAP
+2,258.2%
+10,154.1%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.5% | -4.5% | -4.1% |
| 7D | -3.7% | -4.5% | +0.8% | -2.9% |
| 30D | +18.7% | +9.0% | +9.7% | +16.8% |
| 3M | +18.1% | +5.0% | +13.1% | +16.9% |
| 6M | -1.1% | -17.8% | +16.7% | +0.9% |
| YTD | -19.8% | -10.4% | -9.4% | -19.5% |
| 1Y | -34.3% | -3.4% | -30.9% | -35.2% |
| 3Y | -8.2% | +111.5% | -119.7% | -26.8% |
| 5Y | -25.4% | +8.8% | -34.2% | -35.7% |
| 10Y | +115.6% | +32.9% | +82.7% | +55.2% |
| All | +12,412.3% | +2,258.2% | +10,154.1% | +4,995.6% |
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