+94.7%
ABBV vs TYL
-8.1%
+102.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.0% | +2.6% | -1.0% |
| 7D | +0.4% | -3.7% | +4.1% | +0.8% |
| 30D | +4.2% | +18.7% | -14.6% | +2.1% |
| 3M | +14.8% | +18.1% | -3.3% | +12.5% |
| 6M | +10.3% | -1.1% | +11.4% | +9.6% |
| YTD | +14.9% | -19.8% | +34.7% | +18.2% |
| 1Y | +24.1% | -34.3% | +58.5% | +32.3% |
| All | +94.7% | -8.1% | +102.8% | +99.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling