-4.2%
ABT vs TYL
-21.3%
+17.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.3% | -1.0% | -2.7% |
| 7D | +3.5% | +6.7% | -3.1% | +1.9% |
| 30D | +12.0% | +26.5% | -14.5% | +5.8% |
| 3M | +2.5% | +37.3% | -34.8% | -5.4% |
| 6M | +29.1% | +31.2% | -2.1% | +20.0% |
| YTD | -10.1% | -7.4% | -2.7% | -9.8% |
| 1Y | -9.8% | -9.6% | -0.3% | -9.0% |
| 3Y | +23.3% | +1.9% | +21.4% | +17.2% |
| All | -4.2% | -21.3% | +17.1% | -6.1% |
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 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