+207.4%
ALAB vs TYL
-1.2%
+208.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.3% | +8.5% | +5.9% |
| 7D | -26.3% | +6.7% | -32.9% | -25.5% |
| 30D | -50.1% | +26.5% | -76.7% | -48.6% |
| 3M | -42.5% | +37.3% | -79.8% | -40.6% |
| 6M | -10.8% | +31.2% | -42.0% | -8.1% |
| YTD | +14.6% | -7.4% | +22.0% | +30.9% |
| 1Y | +17.1% | -9.6% | +26.7% | +34.6% |
| All | +207.4% | -1.2% | +208.6% | +248.6% |
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 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