-38.5%
TYL vs GFI
+29.0%
-67.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.9% | +0.8% | -2.2% |
| 7D | -11.5% | -5.1% | -6.4% | -11.7% |
| 30D | +3.9% | +13.4% | -9.5% | +4.3% |
| 3M | +10.8% | +36.2% | -25.4% | +12.1% |
| 6M | -5.3% | -9.8% | +4.5% | -3.8% |
| YTD | -26.1% | +7.7% | -33.8% | -24.3% |
| 1Y | -38.5% | +27.2% | -65.7% | -40.7% |
| All | -38.5% | +29.0% | -67.5% | -40.7% |
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