+4.9%
AA vs TYL
-8.8%
+13.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.7% |
| 7D | +0.5% | +0.8% | -0.3% | +0.7% |
| 30D | -0.6% | +21.1% | -21.7% | +2.7% |
| 3M | -19.7% | +28.9% | -48.6% | -16.0% |
| 6M | -41.6% | +42.0% | -83.6% | -37.7% |
| YTD | -24.6% | -6.6% | -18.0% | -23.9% |
| 1Y | +4.9% | -9.1% | +13.9% | +4.9% |
| All | +4.9% | -8.8% | +13.7% | +4.9% |
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