+12,054.6%
ADP vs TYL
+14,906.9%
-2,852.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +1.0% |
| 7D | +7.4% | +15.1% | -7.7% | +5.7% |
| 30D | +17.1% | +30.1% | -13.0% | +13.7% |
| 3M | +14.4% | +40.4% | -25.9% | +10.2% |
| 6M | +47.9% | +31.3% | +16.6% | +43.4% |
| YTD | +22.1% | -5.2% | +27.3% | +22.3% |
| 1Y | +21.8% | -6.6% | +28.4% | +22.2% |
| 3Y | +50.5% | +3.4% | +47.1% | +49.0% |
| 5Y | +49.6% | -19.3% | +68.8% | +50.9% |
| 10Y | +329.3% | +178.1% | +151.1% | +287.7% |
| All | +12,054.6% | +14,906.9% | -2,852.3% | +7,635.4% |
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