+316.1%
ADP vs TYL
+169.5%
+146.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.8% |
| 7D | +3.2% | +4.3% | -1.1% | +1.4% |
| 30D | +12.8% | +28.0% | -15.2% | +1.6% |
| 3M | +12.3% | +32.3% | -20.0% | -0.5% |
| 6M | +45.4% | +29.9% | +15.5% | +29.3% |
| YTD | +21.4% | -7.1% | +28.5% | +22.6% |
| 1Y | +23.7% | -9.2% | +32.9% | +26.0% |
| 3Y | +43.6% | +0.7% | +42.9% | +36.5% |
| 5Y | +48.7% | -21.1% | +69.8% | +52.7% |
| 10Y | +316.1% | +180.8% | +135.3% | +157.6% |
| All | +316.1% | +169.5% | +146.6% | +157.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling