+64.2%
ADM vs TYL
-25.2%
+89.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.0% | +4.3% | +0.6% |
| 7D | +3.8% | -3.7% | +7.4% | +4.0% |
| 30D | +9.8% | +18.7% | -9.0% | +8.3% |
| 3M | +2.1% | +18.1% | -16.0% | +0.7% |
| 6M | +27.5% | -1.1% | +28.6% | +27.5% |
| YTD | +50.2% | -19.8% | +70.0% | +53.2% |
| 1Y | +40.6% | -34.3% | +74.9% | +46.5% |
| 3Y | +17.2% | -8.2% | +25.5% | +16.2% |
| All | +64.2% | -25.2% | +89.4% | +62.0% |
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