-22.5%
AAL vs TYL
+4,971.8%
-4,994.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.5% |
| 7D | +3.4% | +0.5% | +2.9% | +3.0% |
| 30D | +11.7% | +25.2% | -13.4% | -0.5% |
| 3M | -7.8% | +31.8% | -39.6% | -20.8% |
| 6M | +10.2% | +36.3% | -26.0% | -8.6% |
| YTD | -8.0% | -6.3% | -1.8% | -9.7% |
| 1Y | +8.5% | -9.5% | +18.0% | +8.4% |
| 3Y | +19.5% | +1.6% | +17.9% | +8.7% |
| 5Y | -33.9% | -21.8% | -12.1% | -32.4% |
| 10Y | -66.0% | +183.3% | -249.3% | -85.1% |
| All | -22.5% | +4,971.8% | -4,994.3% | -95.7% |
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