+137.6%
AFL vs TYL
-25.2%
+162.7%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.0% | +3.0% | -0.4% |
| 7D | +0.6% | -3.7% | +4.3% | +1.2% |
| 30D | -6.2% | +18.7% | -24.9% | -8.8% |
| 3M | +2.2% | +18.1% | -16.0% | -0.8% |
| 6M | +5.3% | -1.1% | +6.4% | +4.9% |
| YTD | +8.0% | -19.8% | +27.8% | +11.3% |
| 1Y | +10.2% | -34.3% | +44.6% | +17.9% |
| 3Y | +67.1% | -8.2% | +75.3% | +67.4% |
| All | +137.6% | -25.2% | +162.7% | +136.9% |
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