+1,908.9%
ADM vs TYL
+12,593.6%
-10,684.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.0% | +4.3% | +0.5% |
| 7D | +3.8% | -3.7% | +7.4% | +4.0% |
| 30D | +9.8% | +18.7% | -9.0% | +8.4% |
| 3M | +2.1% | +18.1% | -16.0% | +0.8% |
| 6M | +27.5% | -1.1% | +28.6% | +27.2% |
| YTD | +50.2% | -19.8% | +70.0% | +51.7% |
| 1Y | +40.6% | -34.3% | +74.9% | +43.8% |
| 3Y | +17.2% | -8.2% | +25.5% | +16.7% |
| 5Y | +61.9% | -25.4% | +87.3% | +62.3% |
| 10Y | +159.3% | +115.6% | +43.7% | +141.5% |
| All | +1,908.9% | +12,593.6% | -10,684.8% | +1,385.4% |
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 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