-28.2%
TYL vs GFI
+512.6%
-540.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.1% | -1.5% |
| 7D | -8.6% | +4.7% | -13.3% | -8.8% |
| 30D | +7.5% | +14.4% | -6.9% | +6.8% |
| 3M | +10.9% | +32.5% | -21.6% | +9.3% |
| 6M | -6.7% | -7.2% | +0.4% | -6.5% |
| YTD | -24.5% | +10.9% | -35.4% | -25.3% |
| 1Y | -38.6% | +35.5% | -74.1% | -40.4% |
| 3Y | -12.6% | +312.1% | -324.7% | -24.1% |
| 5Y | -28.2% | +524.6% | -552.8% | -42.7% |
| All | -28.2% | +512.6% | -540.8% | -42.7% |
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 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