+14.3%
ABT vs TYL
-8.1%
+22.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.0% | +3.6% | +0.2% |
| 7D | -3.7% | -3.7% | 0.0% | -3.1% |
| 30D | +2.5% | +18.7% | -16.3% | -0.5% |
| 3M | +20.2% | +18.1% | +2.0% | +16.7% |
| 6M | -2.9% | -1.1% | -1.8% | -3.9% |
| YTD | -11.9% | -19.8% | +7.9% | -10.6% |
| 1Y | -16.5% | -34.3% | +17.8% | -12.9% |
| All | +14.3% | -8.1% | +22.4% | +14.8% |
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