+53.2%
ADP vs TYL
-25.2%
+78.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.0% | +1.9% | -0.5% |
| 7D | -3.4% | -3.7% | +0.3% | -2.1% |
| 30D | +2.8% | +18.7% | -16.0% | -3.9% |
| 3M | +20.9% | +18.1% | +2.8% | +13.0% |
| 6M | +29.9% | -1.1% | +31.0% | +29.3% |
| YTD | +9.6% | -19.8% | +29.5% | +16.8% |
| 1Y | -5.3% | -34.3% | +29.1% | +8.2% |
| 3Y | +16.5% | -8.2% | +24.7% | +15.2% |
| All | +53.2% | -25.2% | +78.4% | +55.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling