+156.3%
ACN vs TYL
+174.6%
-18.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -2.1% |
| 7D | -2.5% | +3.5% | -6.0% | -4.3% |
| 30D | +22.6% | +26.9% | -4.2% | +8.3% |
| 3M | +45.9% | +33.8% | +12.1% | +25.6% |
| 6M | +43.8% | +28.8% | +15.0% | +26.7% |
| YTD | -2.5% | -7.9% | +5.4% | 0.0% |
| 1Y | +6.5% | -9.8% | +16.2% | +10.1% |
| 3Y | -14.2% | +1.2% | -15.4% | -18.1% |
| 5Y | -24.4% | -22.8% | -1.6% | -20.5% |
| 10Y | +156.3% | +168.8% | -12.5% | +56.3% |
| All | +156.3% | +174.6% | -18.2% | +56.3% |
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