+6,784.1%
ABT vs TYL
+14,564.8%
-7,780.7%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.3% | -1.0% | -3.1% |
| 7D | +3.5% | +6.7% | -3.1% | +3.0% |
| 30D | +12.0% | +26.5% | -14.5% | +10.0% |
| 3M | +2.5% | +37.3% | -34.8% | 0.0% |
| 6M | +29.1% | +31.2% | -2.1% | +26.3% |
| YTD | -10.1% | -7.4% | -2.7% | -10.0% |
| 1Y | -9.8% | -9.6% | -0.3% | -9.6% |
| 3Y | +23.3% | +1.9% | +21.4% | +22.1% |
| 5Y | -2.4% | -21.1% | +18.8% | -2.1% |
| 10Y | +239.4% | +171.8% | +67.6% | +215.3% |
| All | +6,784.1% | +14,564.8% | -7,780.7% | +4,870.0% |
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