-40.8%
AAL vs TYL
-21.3%
-19.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.3% | +4.2% | +2.8% |
| 7D | +4.6% | +6.7% | -2.1% | +2.1% |
| 30D | +2.6% | +26.5% | -24.0% | -6.4% |
| 3M | -17.8% | +37.3% | -55.1% | -28.0% |
| 6M | +1.9% | +31.2% | -29.3% | -10.2% |
| YTD | -14.0% | -7.4% | -6.7% | -12.4% |
| 1Y | +0.2% | -9.6% | +9.8% | +3.2% |
| 3Y | +13.0% | +1.9% | +11.1% | +4.6% |
| All | -40.8% | -21.3% | -19.5% | -37.8% |
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