+204.4%
ABT vs TYL
+106.7%
+97.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.5% | +1.9% | -1.2% |
| 7D | -3.1% | -7.6% | +4.5% | -0.8% |
| 30D | -2.1% | +11.3% | -13.4% | -5.5% |
| 3M | +17.4% | +14.5% | +2.9% | +12.1% |
| 6M | -2.4% | -7.1% | +4.8% | -1.1% |
| YTD | -14.2% | -23.4% | +9.2% | -8.5% |
| 1Y | -18.3% | -38.6% | +20.2% | -6.5% |
| 3Y | +11.5% | -11.3% | +22.8% | +9.1% |
| 5Y | -9.9% | -28.0% | +18.1% | -7.4% |
| 10Y | +204.4% | +104.9% | +99.5% | +115.0% |
| All | +204.4% | +106.7% | +97.7% | +115.0% |
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 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