-27.8%
AAL vs TYL
+4,238.9%
-4,266.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.0% | +5.3% | +3.3% |
| 7D | -3.7% | -3.7% | -0.1% | -2.0% |
| 30D | -20.8% | +18.7% | -39.5% | -27.9% |
| 3M | -1.3% | +18.1% | -19.4% | -10.8% |
| 6M | +5.4% | -1.1% | +6.5% | +2.8% |
| YTD | -14.4% | -19.8% | +5.5% | -8.3% |
| 1Y | +2.1% | -34.3% | +36.4% | +20.7% |
| 3Y | -10.6% | -8.2% | -2.3% | -14.2% |
| 5Y | -32.2% | -25.4% | -6.8% | -29.1% |
| 10Y | -62.7% | +115.6% | -178.3% | -80.9% |
| All | -27.8% | +4,238.9% | -4,266.7% | -95.6% |
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