+653.2%
ADI vs TYL
+185.3%
+468.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.9% | +3.1% | +3.7% |
| 7D | +0.7% | +0.5% | +0.2% | +0.4% |
| 30D | +0.7% | +25.2% | -24.5% | -8.5% |
| 3M | +6.5% | +31.8% | -25.3% | -6.2% |
| 6M | -2.7% | +36.3% | -38.9% | -17.6% |
| YTD | +52.2% | -6.3% | +58.5% | +50.9% |
| 1Y | +77.5% | -9.5% | +86.9% | +78.9% |
| 3Y | +148.8% | +1.6% | +147.1% | +129.9% |
| 5Y | +142.9% | -21.8% | +164.6% | +151.3% |
| 10Y | +653.2% | +183.3% | +469.9% | +340.4% |
| All | +653.2% | +185.3% | +468.0% | +340.4% |
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