-34.3%
TYL vs GPC
+0.2%
-34.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.3% | -4.4% | -4.1% |
| 7D | -3.7% | +0.4% | -4.1% | -3.7% |
| 30D | +18.7% | +5.1% | +13.6% | +17.7% |
| 3M | +18.1% | +41.5% | -23.4% | +16.3% |
| 6M | -1.1% | +21.8% | -22.9% | -1.9% |
| YTD | -19.8% | +14.6% | -34.4% | -24.2% |
| 1Y | -34.3% | +1.3% | -35.6% | -35.3% |
| All | -34.3% | +0.2% | -34.5% | -35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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