+144.4%
ADI vs TYL
+1.3%
+143.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.1% | -2.9% | -2.8% |
| 7D | +9.5% | +0.8% | +8.6% | +9.4% |
| 30D | -1.4% | +21.1% | -22.5% | -2.7% |
| 3M | +4.7% | +28.9% | -24.2% | +2.5% |
| 6M | -7.4% | +42.0% | -49.4% | -11.4% |
| YTD | +48.1% | -6.6% | +54.6% | +61.2% |
| 1Y | +69.6% | -9.1% | +78.7% | +86.6% |
| 3Y | +144.4% | +1.8% | +142.5% | +161.1% |
| All | +144.4% | +1.3% | +143.0% | +161.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling