-30.5%
ACHR vs TYL
-23.0%
-7.5%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.1% | -7.0% | -7.0% |
| 7D | -9.2% | +0.8% | -10.1% | -9.7% |
| 30D | -1.0% | +21.1% | -22.1% | -13.4% |
| 3M | -42.2% | +28.9% | -71.1% | -52.2% |
| 6M | -38.2% | +42.0% | -80.2% | -53.7% |
| YTD | -46.4% | -6.6% | -39.8% | -46.1% |
| 1Y | -49.4% | -9.1% | -40.3% | -48.0% |
| 3Y | -22.5% | +1.8% | -24.3% | -30.0% |
| All | -30.5% | -23.0% | -7.5% | -21.5% |
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