-8.5%
ABT vs TYL
-23.1%
+14.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.8% |
| 7D | -5.6% | -1.6% | -4.0% | -5.2% |
| 30D | +5.2% | +22.1% | -16.9% | +0.1% |
| 3M | -2.7% | +33.4% | -36.1% | -9.6% |
| 6M | +28.8% | +36.8% | -8.0% | +18.6% |
| YTD | -12.3% | -6.7% | -5.6% | -12.1% |
| 1Y | -14.7% | -9.2% | -5.5% | -13.9% |
| 3Y | +21.6% | +1.2% | +20.4% | +15.9% |
| All | -8.5% | -23.1% | +14.6% | -9.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling