-34.3%
TYL vs GFI
+45.3%
-79.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.6% | -2.4% | -4.1% |
| 7D | -3.7% | +3.1% | -6.8% | -3.6% |
| 30D | +18.7% | +27.1% | -8.4% | +19.5% |
| 3M | +18.1% | +21.2% | -3.0% | +19.3% |
| 6M | -1.1% | -4.5% | +3.4% | +0.3% |
| YTD | -19.8% | +11.7% | -31.5% | -17.8% |
| 1Y | -34.3% | +46.0% | -80.4% | -37.0% |
| All | -34.3% | +45.3% | -79.6% | -37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 1y: compounded portfolio wealth divided by compounded GFI 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…
1y analysis · Full analysis span regression · 6 months rolling