+6.6%
ADM vs TYL
+2.6%
+4.0%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.7% |
| 7D | -9.0% | +6.7% | -15.7% | -9.1% |
| 30D | -14.0% | +26.5% | -40.5% | -14.4% |
| 3M | -9.2% | +37.3% | -46.4% | -9.7% |
| 6M | -9.2% | +31.2% | -40.3% | -9.6% |
| YTD | +24.2% | -7.4% | +31.6% | +25.6% |
| 1Y | +27.0% | -9.6% | +36.5% | +28.5% |
| 3Y | +6.6% | +1.9% | +4.7% | +10.7% |
| All | +6.6% | +2.6% | +4.0% | +10.7% |
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