+1,573.2%
ADM vs TYL
+14,906.9%
-13,333.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.6% |
| 7D | -7.5% | +15.1% | -22.6% | -8.4% |
| 30D | -14.3% | +30.1% | -44.3% | -15.8% |
| 3M | -8.6% | +40.4% | -49.0% | -10.8% |
| 6M | -9.9% | +31.3% | -41.1% | -11.8% |
| YTD | +25.1% | -5.2% | +30.3% | +24.8% |
| 1Y | +28.8% | -6.6% | +35.5% | +28.6% |
| 3Y | +6.9% | +3.4% | +3.5% | +5.5% |
| 5Y | +25.9% | -19.3% | +45.1% | +25.4% |
| 10Y | +101.7% | +178.1% | -76.4% | +84.6% |
| All | +1,573.2% | +14,906.9% | -13,333.7% | +1,122.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling