+153.7%
ACN vs TYL
+169.5%
-15.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.2% |
| 7D | +1.6% | +4.3% | -2.8% | -0.7% |
| 30D | +24.6% | +28.0% | -3.3% | +9.5% |
| 3M | +46.2% | +32.3% | +13.9% | +26.5% |
| 6M | +46.2% | +29.9% | +16.3% | +28.2% |
| YTD | -0.9% | -7.1% | +6.2% | +1.2% |
| 1Y | +8.8% | -9.2% | +18.0% | +12.1% |
| 3Y | -14.3% | +0.7% | -15.0% | -18.1% |
| 5Y | -22.6% | -21.1% | -1.6% | -19.5% |
| 10Y | +153.7% | +180.8% | -27.1% | +50.3% |
| All | +153.7% | +169.5% | -15.8% | +50.3% |
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