-28.9%
AAL vs TYL
+5,029.6%
-5,058.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +1.7% | -6.8% | -6.0% |
| 7D | +1.2% | +15.1% | -13.9% | -5.8% |
| 30D | -0.5% | +30.1% | -30.6% | -13.1% |
| 3M | -22.0% | +40.4% | -62.4% | -35.1% |
| 6M | +4.5% | +31.3% | -26.8% | -11.7% |
| YTD | -15.7% | -5.2% | -10.5% | -17.6% |
| 1Y | -3.7% | -6.6% | +3.0% | -5.3% |
| 3Y | +7.9% | +3.4% | +4.5% | -2.6% |
| 5Y | -40.7% | -19.3% | -21.5% | -40.4% |
| 10Y | -66.3% | +178.1% | -244.5% | -85.1% |
| All | -28.9% | +5,029.6% | -5,058.5% | -96.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling