-11.3%
TYL vs GFI
+317.3%
-328.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.4% | -4.0% | -4.4% |
| 7D | -7.6% | +5.7% | -13.3% | -7.6% |
| 30D | +11.3% | +15.6% | -4.3% | +11.2% |
| 3M | +14.5% | +31.5% | -17.0% | +14.3% |
| 6M | -7.1% | -3.7% | -3.4% | -6.7% |
| YTD | -23.4% | +11.2% | -34.6% | -23.2% |
| 1Y | -38.6% | +36.4% | -74.9% | -39.0% |
| 3Y | -11.3% | +313.5% | -324.8% | -15.9% |
| All | -11.3% | +317.3% | -328.6% | -15.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling