+400.4%
ALAB vs TYL
-14.5%
+414.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -4.0% | +13.8% | +9.6% |
| 7D | +7.2% | -3.7% | +10.9% | +7.1% |
| 30D | -2.5% | +18.7% | -21.3% | -2.1% |
| 3M | -13.3% | +18.1% | -31.4% | -13.1% |
| 6M | +172.8% | -1.1% | +174.0% | +186.7% |
| YTD | +86.6% | -19.8% | +106.4% | +107.3% |
| 1Y | +65.2% | -34.3% | +99.5% | +98.6% |
| All | +400.4% | -14.5% | +414.9% | +452.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling