+41.6%
AA vs TYL
+183.6%
-142.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | +0.5% | +0.8% | -0.3% | +0.3% |
| 30D | -0.6% | +21.1% | -21.7% | -6.5% |
| 3M | -19.7% | +28.9% | -48.6% | -26.2% |
| 6M | -41.6% | +42.0% | -83.6% | -48.7% |
| YTD | -24.6% | -6.6% | -18.0% | -24.7% |
| 1Y | +4.9% | -9.1% | +13.9% | +5.8% |
| 3Y | +66.8% | +1.8% | +65.0% | +56.7% |
| 5Y | -19.4% | -22.9% | +3.5% | -19.8% |
| All | +41.6% | +183.6% | -142.0% | -13.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling