-14.8%
AA vs TYL
-21.3%
+6.5%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.3% | +5.2% | +3.5% |
| 7D | +0.9% | +6.7% | -5.8% | -0.9% |
| 30D | -6.7% | +26.5% | -33.2% | -12.9% |
| 3M | -16.3% | +37.3% | -53.6% | -24.1% |
| 6M | -37.1% | +31.2% | -68.3% | -43.0% |
| YTD | -25.0% | -7.4% | -17.7% | -23.4% |
| 1Y | +8.6% | -9.6% | +18.1% | +11.9% |
| 3Y | +57.2% | +1.9% | +55.3% | +46.2% |
| All | -14.8% | -21.3% | +6.5% | -17.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling