+24.5%
ALAB vs TYL
-10.1%
+34.6%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +4.7% | -9.1% | -2.1% |
| 7D | -24.9% | +17.3% | -42.1% | -18.4% |
| 30D | -38.4% | +28.9% | -67.3% | -30.2% |
| 3M | -38.3% | +35.1% | -73.3% | -28.4% |
| 6M | +10.9% | +29.3% | -18.4% | +32.8% |
| YTD | +34.2% | -6.8% | +41.0% | +46.3% |
| 1Y | +24.5% | -9.9% | +34.4% | +32.6% |
| All | +24.5% | -10.1% | +34.6% | +32.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling