+23.2%
ADP vs TYL
-9.5%
+32.6%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.7% |
| 7D | +3.2% | +4.3% | -1.1% | +1.2% |
| 30D | +12.8% | +28.0% | -15.2% | +0.8% |
| 3M | +12.3% | +32.3% | -20.0% | -1.4% |
| 6M | +45.4% | +29.9% | +15.5% | +27.7% |
| YTD | +21.4% | -7.1% | +28.5% | +20.4% |
| All | +23.2% | -9.5% | +32.6% | +24.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling