+630.6%
ADI vs TYL
+174.6%
+456.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.6% | +9.1% | +8.8% |
| 7D | -4.4% | +3.5% | -7.9% | -5.9% |
| 30D | -2.8% | +26.9% | -29.7% | -12.2% |
| 3M | +1.5% | +33.8% | -32.3% | -11.2% |
| 6M | -4.7% | +28.8% | -33.5% | -17.3% |
| YTD | +46.8% | -7.9% | +54.7% | +46.5% |
| 1Y | +74.9% | -9.8% | +84.7% | +76.1% |
| 3Y | +147.4% | +1.2% | +146.3% | +128.6% |
| 5Y | +131.9% | -22.8% | +154.7% | +141.0% |
| 10Y | +630.6% | +168.8% | +461.8% | +338.0% |
| All | +630.6% | +174.6% | +456.0% | +338.0% |
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 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