-63.1%
AAL vs TYL
+116.1%
-179.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.0% | +5.3% | +2.7% |
| 7D | -3.7% | -3.7% | -0.1% | -2.5% |
| 30D | -20.8% | +18.7% | -39.5% | -25.9% |
| 3M | -1.3% | +18.1% | -19.4% | -8.1% |
| 6M | +5.4% | -1.1% | +6.5% | +4.0% |
| YTD | -14.4% | -19.8% | +5.5% | -9.0% |
| 1Y | +2.1% | -34.3% | +36.4% | +17.2% |
| 3Y | -10.6% | -8.2% | -2.3% | -12.4% |
| 5Y | -32.2% | -25.4% | -6.8% | -30.1% |
| All | -63.1% | +116.1% | -179.3% | -76.1% |
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