+45.0%
AA vs TYL
+169.5%
-124.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.8% | -5.2% | -4.6% |
| 7D | +1.2% | +4.3% | -3.1% | -0.1% |
| 30D | -5.0% | +28.0% | -33.0% | -12.1% |
| 3M | -22.2% | +32.3% | -54.5% | -29.1% |
| 6M | -36.3% | +29.9% | -66.2% | -42.4% |
| YTD | -24.2% | -7.1% | -17.1% | -24.1% |
| 1Y | +3.9% | -9.2% | +13.1% | +4.7% |
| 3Y | +67.6% | +0.7% | +66.9% | +58.0% |
| 5Y | -8.8% | -21.1% | +12.2% | -10.0% |
| 10Y | +45.0% | +180.8% | -135.9% | -9.6% |
| All | +45.0% | +169.5% | -124.6% | -9.6% |
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