+189.3%
ALAB vs TYL
+1.1%
+188.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | +1.7% | -21.3% | -19.3% |
| 7D | -38.2% | +15.1% | -53.3% | -36.8% |
| 30D | -54.0% | +30.1% | -84.0% | -52.4% |
| 3M | -43.6% | +40.4% | -84.0% | -41.6% |
| 6M | -16.8% | +31.3% | -48.1% | -13.3% |
| YTD | +7.9% | -5.2% | +13.1% | +23.6% |
| 1Y | -1.4% | -6.6% | +5.2% | +13.3% |
| All | +189.3% | +1.1% | +188.2% | +229.2% |
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