+152.3%
ACN vs TYL
+183.6%
-31.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -3.8% | +0.8% | -4.7% | -4.3% |
| 30D | +16.5% | +21.1% | -4.6% | +5.3% |
| 3M | +41.5% | +28.9% | +12.6% | +24.1% |
| 6M | +60.1% | +42.0% | +18.0% | +34.3% |
| YTD | -3.9% | -6.6% | +2.6% | -2.2% |
| 1Y | +4.1% | -9.1% | +13.2% | +7.2% |
| 3Y | -15.9% | +1.8% | -17.7% | -20.1% |
| 5Y | -26.3% | -22.9% | -3.4% | -22.4% |
| All | +152.3% | +183.6% | -31.3% | +48.5% |
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 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