-34.6%
AAL vs TYL
-22.0%
-12.5%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.7% |
| 7D | +10.1% | +4.3% | +5.8% | +8.3% |
| 30D | +10.6% | +28.0% | -17.4% | +0.5% |
| 3M | -5.9% | +32.3% | -38.3% | -16.3% |
| 6M | +5.7% | +29.9% | -24.2% | -6.4% |
| YTD | -8.0% | -7.1% | -0.8% | -6.3% |
| 1Y | +6.0% | -9.2% | +15.2% | +9.0% |
| 3Y | +19.6% | +0.7% | +18.9% | +11.5% |
| 5Y | -34.6% | -21.1% | -13.5% | -32.4% |
| All | -34.6% | -22.0% | -12.5% | -32.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling