+267.2%
ALAB vs TYL
-0.5%
+267.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.4% |
| 7D | +26.9% | -1.6% | +28.5% | +26.6% |
| 30D | -30.0% | +22.1% | -52.1% | -28.0% |
| 3M | -28.5% | +33.4% | -61.9% | -26.2% |
| 6M | +11.4% | +36.8% | -25.4% | +14.0% |
| YTD | +36.9% | -6.7% | +43.6% | +56.5% |
| 1Y | +44.4% | -9.2% | +53.6% | +66.4% |
| All | +267.2% | -0.5% | +267.7% | +316.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling