-55.5%
ACHR vs TYL
-7.6%
-47.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | -2.3% | +17.0% | +16.1% |
| 7D | +5.7% | +6.7% | -0.9% | +1.1% |
| 30D | -4.9% | +26.5% | -31.5% | -19.4% |
| 3M | -15.1% | +37.3% | -52.4% | -32.2% |
| 6M | -30.7% | +31.2% | -61.9% | -45.1% |
| YTD | -41.0% | -7.4% | -33.6% | -40.8% |
| 1Y | -50.0% | -9.6% | -40.4% | -48.9% |
| 3Y | -17.0% | +1.9% | -18.9% | -24.9% |
| 5Y | -29.4% | -21.1% | -8.3% | -24.6% |
| All | -55.5% | -7.6% | -47.8% | -60.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling