+10.9%
AAL vs TYL
+5.0%
+5.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +1.7% | -6.8% | -5.5% |
| 7D | +1.2% | +15.1% | -13.9% | -1.7% |
| 30D | -0.5% | +30.1% | -30.6% | -5.7% |
| 3M | -22.0% | +40.4% | -62.4% | -27.6% |
| 6M | +4.5% | +31.3% | -26.8% | -2.0% |
| YTD | -15.7% | -5.2% | -10.5% | -12.9% |
| 1Y | -3.7% | -6.6% | +3.0% | -0.1% |
| All | +10.9% | +5.0% | +5.9% | +5.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling