+44.1%
AA vs TYL
+183.3%
-139.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -1.0% | -1.3% |
| 7D | +5.3% | -1.6% | +6.9% | +5.7% |
| 30D | -2.3% | +22.1% | -24.4% | -8.3% |
| 3M | -20.8% | +33.4% | -54.2% | -28.0% |
| 6M | -39.8% | +36.8% | -76.6% | -46.5% |
| YTD | -23.3% | -6.7% | -16.6% | -23.3% |
| 1Y | +1.8% | -9.2% | +11.1% | +2.8% |
| 3Y | +69.5% | +1.2% | +68.4% | +59.6% |
| 5Y | -18.0% | -23.0% | +5.0% | -18.3% |
| All | +44.1% | +183.3% | -139.2% | -12.2% |
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