+99.7%
ADM vs TYL
+168.7%
-69.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.4% |
| 7D | -9.0% | +6.7% | -15.7% | -9.9% |
| 30D | -14.0% | +26.5% | -40.5% | -17.1% |
| 3M | -9.2% | +37.3% | -46.4% | -13.7% |
| 6M | -9.2% | +31.2% | -40.3% | -13.4% |
| YTD | +24.2% | -7.4% | +31.6% | +24.9% |
| 1Y | +27.0% | -9.6% | +36.5% | +28.1% |
| 3Y | +6.6% | +1.9% | +4.7% | +3.2% |
| 5Y | +25.0% | -21.1% | +46.1% | +25.9% |
| All | +99.7% | +168.7% | -69.0% | +51.6% |
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