+151.4%
ACN vs TYL
+185.3%
-33.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.8% | -2.4% |
| 7D | -4.0% | +0.5% | -4.6% | -4.3% |
| 30D | +19.0% | +25.2% | -6.2% | +5.7% |
| 3M | +42.2% | +31.8% | +10.4% | +23.3% |
| 6M | +50.1% | +36.3% | +13.9% | +28.6% |
| YTD | -2.7% | -6.3% | +3.5% | -1.2% |
| 1Y | +7.6% | -9.5% | +17.1% | +11.0% |
| 3Y | -15.9% | +1.6% | -17.5% | -20.0% |
| 5Y | -24.4% | -21.8% | -2.6% | -21.0% |
| 10Y | +151.4% | +183.3% | -31.9% | +48.2% |
| All | +151.4% | +185.3% | -33.9% | +48.2% |
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