+495.1%
ABBV vs TYL
+115.8%
+379.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.0% | +2.6% | -0.8% |
| 7D | +0.4% | -3.7% | +4.1% | +1.0% |
| 30D | +4.2% | +18.7% | -14.6% | +1.1% |
| 3M | +14.8% | +18.1% | -3.3% | +11.4% |
| 6M | +10.3% | -1.1% | +11.4% | +9.8% |
| YTD | +14.9% | -19.8% | +34.7% | +18.2% |
| 1Y | +24.1% | -34.3% | +58.5% | +32.5% |
| 3Y | +91.9% | -8.2% | +100.2% | +90.5% |
| 5Y | +176.0% | -25.4% | +201.5% | +181.2% |
| All | +495.1% | +115.8% | +379.3% | +338.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling