-42.7%
ACHR vs TYL
-20.0%
-22.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.0% | +3.2% | +1.8% |
| 7D | -0.7% | -3.7% | +3.0% | +1.7% |
| 30D | +9.8% | +18.7% | -8.9% | -2.0% |
| 3M | -10.5% | +18.1% | -28.6% | -22.0% |
| 6M | -15.5% | -1.1% | -14.4% | -17.9% |
| YTD | -24.1% | -19.8% | -4.3% | -14.9% |
| 1Y | -32.4% | -34.3% | +1.9% | -11.4% |
| 3Y | -11.6% | -8.2% | -3.4% | -13.4% |
| 5Y | -42.9% | -25.4% | -17.5% | -35.5% |
| All | -42.7% | -20.0% | -22.7% | -43.4% |
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