+10,816.5%
ADP vs TYL
+12,593.6%
-1,777.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.0% | +1.9% | -1.6% |
| 7D | -3.4% | -3.7% | +0.3% | -3.0% |
| 30D | +2.8% | +18.7% | -16.0% | +0.9% |
| 3M | +20.9% | +18.1% | +2.8% | +18.7% |
| 6M | +29.9% | -1.1% | +31.0% | +30.0% |
| YTD | +9.6% | -19.8% | +29.5% | +11.9% |
| 1Y | -5.3% | -34.3% | +29.1% | -1.3% |
| 3Y | +16.5% | -8.2% | +24.7% | +16.9% |
| 5Y | +49.4% | -25.4% | +74.8% | +52.3% |
| 10Y | +282.2% | +115.6% | +166.6% | +254.2% |
| All | +10,816.5% | +12,593.6% | -1,777.1% | +6,978.2% |
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