+284.5%
ADP vs TYL
+116.1%
+168.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.0% | +1.9% | -0.4% |
| 7D | -3.4% | -3.7% | +0.3% | -1.9% |
| 30D | +2.8% | +18.7% | -16.0% | -4.4% |
| 3M | +20.9% | +18.1% | +2.8% | +12.3% |
| 6M | +29.9% | -1.1% | +31.0% | +29.5% |
| YTD | +9.6% | -19.8% | +29.5% | +18.0% |
| 1Y | -5.3% | -34.3% | +29.1% | +10.3% |
| 3Y | +16.5% | -8.2% | +24.7% | +15.1% |
| 5Y | +49.4% | -25.4% | +74.8% | +56.5% |
| All | +284.5% | +116.1% | +168.3% | +165.0% |
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 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