+6,642.4%
ABT vs TYL
+12,593.6%
-5,951.2%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.0% | +3.6% | -0.1% |
| 7D | -3.7% | -3.7% | 0.0% | -3.4% |
| 30D | +2.5% | +18.7% | -16.3% | +1.1% |
| 3M | +20.2% | +18.1% | +2.0% | +18.6% |
| 6M | -2.9% | -1.1% | -1.8% | -3.0% |
| YTD | -11.9% | -19.8% | +7.9% | -10.9% |
| 1Y | -16.5% | -34.3% | +17.8% | -14.3% |
| 3Y | +12.1% | -8.2% | +20.3% | +11.9% |
| 5Y | -7.4% | -25.4% | +18.0% | -6.7% |
| 10Y | +210.7% | +115.6% | +95.1% | +193.3% |
| All | +6,642.4% | +12,593.6% | -5,951.2% | +4,823.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling