+232.9%
ABT vs TYL
+174.6%
+58.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.7% |
| 7D | +0.3% | +3.5% | -3.2% | -0.7% |
| 30D | +11.6% | +26.9% | -15.3% | +3.7% |
| 3M | +3.1% | +33.8% | -30.7% | -6.2% |
| 6M | +32.8% | +28.8% | +4.0% | +21.7% |
| YTD | -9.6% | -7.9% | -1.7% | -9.1% |
| 1Y | -10.4% | -9.8% | -0.6% | -9.3% |
| 3Y | +25.8% | +1.2% | +24.6% | +18.8% |
| 5Y | -3.4% | -22.8% | +19.4% | -1.9% |
| 10Y | +232.9% | +168.8% | +64.0% | +114.1% |
| All | +232.9% | +174.6% | +58.3% | +114.1% |
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