-65.4%
AAL vs TYL
+174.6%
-240.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.6% | +8.0% | +7.6% |
| 7D | +8.3% | +3.5% | +4.7% | +6.9% |
| 30D | +11.0% | +26.9% | -15.9% | +1.8% |
| 3M | -11.2% | +33.8% | -45.0% | -20.7% |
| 6M | +6.1% | +28.8% | -22.8% | -5.0% |
| YTD | -7.6% | -7.9% | +0.2% | -7.0% |
| 1Y | +3.7% | -9.8% | +13.5% | +5.2% |
| 3Y | +20.5% | +1.2% | +19.3% | +14.0% |
| 5Y | -36.4% | -22.8% | -13.6% | -35.6% |
| 10Y | -65.4% | +168.8% | -234.3% | -79.1% |
| All | -65.4% | +174.6% | -240.0% | -79.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling