+27.4%
ADM vs TYL
-8.1%
+35.4%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -0.8% |
| 7D | -1.8% | +4.3% | -6.2% | -1.8% |
| 30D | -13.3% | +28.0% | -41.2% | -13.0% |
| 3M | -13.4% | +32.3% | -45.7% | -13.0% |
| 6M | -9.6% | +29.9% | -39.5% | -9.1% |
| YTD | +23.0% | -7.1% | +30.1% | +25.9% |
| 1Y | +27.4% | -9.2% | +36.6% | +31.4% |
| All | +27.4% | -8.1% | +35.4% | +31.4% |
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 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