-22.5%
ACN vs TYL
-21.3%
-1.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -0.5% |
| 7D | +0.9% | +6.7% | -5.8% | -2.6% |
| 30D | +33.5% | +26.5% | +7.0% | +17.5% |
| 3M | +53.5% | +37.3% | +16.2% | +29.8% |
| 6M | +52.2% | +31.2% | +21.1% | +32.2% |
| YTD | -0.1% | -7.4% | +7.2% | +1.2% |
| 1Y | +11.0% | -9.6% | +20.6% | +13.6% |
| 3Y | -11.8% | +1.9% | -13.7% | -17.0% |
| All | -22.5% | -21.3% | -1.2% | -21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling