-22.5%
TYL vs GFI
+328.0%
-350.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -7.0% | +7.9% | +1.1% |
| 7D | +4.3% | +10.4% | -6.1% | +3.9% |
| 30D | +28.0% | +3.6% | +24.3% | +27.7% |
| 3M | +32.3% | -5.1% | +37.4% | +32.3% |
| 6M | +29.9% | -13.0% | +42.9% | +30.4% |
| YTD | -7.1% | -8.0% | +0.9% | -7.4% |
| 1Y | -9.2% | -5.0% | -4.2% | -9.8% |
| 3Y | +0.7% | +228.8% | -228.1% | -11.3% |
| All | -22.5% | +328.0% | -350.5% | -36.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling