+158.1%
ADM vs TYL
+115.8%
+42.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.0% | +4.3% | +0.9% |
| 7D | +3.8% | -3.7% | +7.4% | +4.3% |
| 30D | +9.8% | +18.7% | -9.0% | +6.8% |
| 3M | +2.1% | +18.1% | -16.0% | -0.9% |
| 6M | +27.5% | -1.1% | +28.6% | +27.0% |
| YTD | +50.2% | -19.8% | +70.0% | +54.6% |
| 1Y | +40.6% | -34.3% | +74.9% | +50.1% |
| 3Y | +17.2% | -8.2% | +25.5% | +15.0% |
| 5Y | +61.9% | -25.4% | +87.3% | +62.9% |
| All | +158.1% | +115.8% | +42.3% | +111.8% |
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