-52.8%
ACHR vs TYL
-7.4%
-45.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.6% |
| 7D | +14.0% | +4.3% | +9.7% | +10.6% |
| 30D | -5.0% | +28.0% | -33.0% | -20.0% |
| 3M | -24.8% | +32.3% | -57.1% | -38.6% |
| 6M | -27.3% | +29.9% | -57.2% | -41.9% |
| YTD | -37.4% | -7.1% | -30.3% | -37.3% |
| 1Y | -44.3% | -9.2% | -35.0% | -43.2% |
| 3Y | -5.2% | +0.7% | -5.9% | -13.2% |
| 5Y | -20.8% | -21.1% | +0.2% | -15.4% |
| All | -52.8% | -7.4% | -45.4% | -58.3% |
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 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