+2,472.7%
ACN vs TYL
+19,027.6%
-16,554.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | -0.2% |
| 7D | +7.3% | +15.1% | -7.8% | +2.4% |
| 30D | +38.2% | +30.1% | +8.1% | +26.7% |
| 3M | +56.6% | +40.4% | +16.2% | +40.2% |
| 6M | +51.1% | +31.3% | +19.8% | +39.0% |
| YTD | +1.7% | -5.2% | +6.9% | +3.1% |
| 1Y | +10.1% | -6.6% | +16.7% | +12.0% |
| 3Y | -10.3% | +3.4% | -13.7% | -12.4% |
| 5Y | -21.4% | -19.3% | -2.2% | -18.8% |
| 10Y | +167.1% | +178.1% | -11.0% | +95.4% |
| All | +2,472.7% | +19,027.6% | -16,554.8% | +579.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling