+7.7%
AAL vs TYL
-10.1%
+17.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +4.7% | +1.6% | +5.9% |
| 7D | +8.3% | +17.3% | -8.9% | +7.2% |
| 30D | +6.2% | +28.9% | -22.7% | +4.6% |
| 3M | -17.7% | +35.1% | -52.8% | -19.3% |
| 6M | +15.4% | +29.3% | -13.9% | +13.1% |
| YTD | -11.1% | -6.8% | -4.3% | -10.3% |
| 1Y | +7.7% | -9.9% | +17.6% | +8.2% |
| All | +7.7% | -10.1% | +17.8% | +8.2% |
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 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