+104.0%
TYL vs GFI
+1,023.9%
-919.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.1% | -1.5% |
| 7D | -8.6% | +4.7% | -13.3% | -8.7% |
| 30D | +7.5% | +14.4% | -6.9% | +7.1% |
| 3M | +10.9% | +32.5% | -21.6% | +9.9% |
| 6M | -6.7% | -7.2% | +0.4% | -6.7% |
| YTD | -24.5% | +10.9% | -35.4% | -25.0% |
| 1Y | -38.6% | +35.5% | -74.1% | -39.5% |
| 3Y | -12.6% | +312.1% | -324.7% | -17.9% |
| 5Y | -28.2% | +524.6% | -552.8% | -33.7% |
| 10Y | +104.0% | +1,092.7% | -988.7% | +100.2% |
| All | +104.0% | +1,023.9% | -919.9% | +100.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling