+61.0%
AA vs TYL
-34.2%
+95.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.0% | +1.9% | -2.6% |
| 7D | -0.7% | -3.7% | +3.0% | -1.1% |
| 30D | +5.0% | +18.7% | -13.8% | +7.4% |
| 3M | -35.8% | +18.1% | -54.0% | -34.1% |
| 6M | -18.4% | -1.1% | -17.3% | -16.5% |
| YTD | -5.5% | -19.8% | +14.3% | -2.4% |
| 1Y | +61.0% | -34.3% | +95.3% | +76.9% |
| All | +61.0% | -34.2% | +95.1% | +76.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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