+19,143.8%
AFL vs TYL
+12,593.6%
+6,550.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.0% | +3.0% | -0.5% |
| 7D | +0.6% | -3.7% | +4.3% | +1.0% |
| 30D | -6.2% | +18.7% | -24.9% | -7.9% |
| 3M | +2.2% | +18.1% | -16.0% | +0.2% |
| 6M | +5.3% | -1.1% | +6.4% | +5.0% |
| YTD | +8.0% | -19.8% | +27.8% | +9.7% |
| 1Y | +10.2% | -34.3% | +44.6% | +14.3% |
| 3Y | +67.1% | -8.2% | +75.3% | +66.5% |
| 5Y | +135.6% | -25.4% | +161.0% | +137.5% |
| 10Y | +299.4% | +115.6% | +183.8% | +259.2% |
| All | +19,143.8% | +12,593.6% | +6,550.2% | +11,482.8% |
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