+20.7%
ADM vs TYL
-21.6%
+42.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -0.8% |
| 7D | -1.8% | +4.3% | -6.2% | -2.2% |
| 30D | -13.3% | +28.0% | -41.2% | -14.8% |
| 3M | -13.4% | +32.3% | -45.7% | -15.2% |
| 6M | -9.6% | +29.9% | -39.5% | -11.6% |
| YTD | +23.0% | -7.1% | +30.1% | +24.0% |
| 1Y | +27.4% | -9.2% | +36.6% | +28.7% |
| 3Y | +5.7% | +0.7% | +5.0% | +4.4% |
| All | +20.7% | -21.6% | +42.3% | +19.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling