+291.9%
AA vs TYL
+12,593.6%
-12,301.8%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.0% | +1.9% | -1.7% |
| 7D | -0.7% | -3.7% | +3.0% | -0.3% |
| 30D | +5.0% | +18.7% | -13.8% | +2.9% |
| 3M | -35.8% | +18.1% | -54.0% | -37.3% |
| 6M | -18.4% | -1.1% | -17.3% | -18.9% |
| YTD | -5.5% | -19.8% | +14.3% | -4.1% |
| 1Y | +61.0% | -34.3% | +95.3% | +66.9% |
| 3Y | +66.2% | -8.2% | +74.4% | +65.4% |
| 5Y | +11.4% | -25.4% | +36.8% | +13.0% |
| 10Y | +116.9% | +115.6% | +1.3% | +96.4% |
| All | +291.9% | +12,593.6% | -12,301.8% | +138.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling