+187.8%
TYL vs GFI
+1,288.5%
-1,100.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +0.8% | -8.7% | +9.5% | +1.0% |
| 30D | +21.1% | +0.6% | +20.5% | +21.0% |
| 3M | +28.9% | -7.5% | +36.4% | +29.0% |
| 6M | +42.0% | -18.3% | +60.4% | +42.5% |
| YTD | -6.6% | -13.8% | +7.2% | -6.6% |
| 1Y | -9.1% | -8.8% | -0.2% | -9.3% |
| 3Y | +1.8% | +215.8% | -214.0% | -3.5% |
| 5Y | -22.9% | +301.2% | -324.1% | -28.0% |
| All | +187.8% | +1,288.5% | -1,100.7% | +181.0% |
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 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