+202.1%
AA vs TYL
+14,906.9%
-14,704.8%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.7% | -7.0% | -5.5% |
| 7D | -3.7% | +15.1% | -18.8% | -5.2% |
| 30D | -10.8% | +30.1% | -40.8% | -13.5% |
| 3M | -19.1% | +40.4% | -59.5% | -22.4% |
| 6M | -38.7% | +31.3% | -70.0% | -41.0% |
| YTD | -27.1% | -5.2% | -21.9% | -27.7% |
| 1Y | +8.3% | -6.6% | +14.9% | +7.7% |
| 3Y | +49.6% | +3.4% | +46.2% | +46.4% |
| 5Y | -15.5% | -19.3% | +3.8% | -15.2% |
| 10Y | +60.9% | +178.1% | -117.3% | +41.4% |
| All | +202.1% | +14,906.9% | -14,704.8% | +79.9% |
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 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