+27.5%
ADM vs TYL
-8.8%
+36.4%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.1% | +2.6% | +2.7% |
| 7D | +4.2% | +0.8% | +3.4% | +4.2% |
| 30D | -12.8% | +21.1% | -34.0% | -12.6% |
| 3M | -8.5% | +28.9% | -37.4% | -8.1% |
| 6M | -10.9% | +42.0% | -52.9% | -10.0% |
| YTD | +29.4% | -6.6% | +36.0% | +31.5% |
| 1Y | +27.5% | -9.1% | +36.6% | +30.5% |
| All | +27.5% | -8.8% | +36.4% | +30.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling