+40.6%
ALB vs TYL
+183.3%
-142.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.0% |
| 7D | -3.6% | -1.6% | -2.0% | -3.0% |
| 30D | -2.9% | +22.1% | -25.0% | -11.1% |
| 3M | -25.8% | +33.4% | -59.2% | -35.1% |
| 6M | -53.6% | +36.8% | -90.4% | -60.6% |
| YTD | -32.4% | -6.7% | -25.7% | -32.5% |
| 1Y | -13.0% | -9.2% | -3.8% | -12.0% |
| 3Y | -15.0% | +1.2% | -16.2% | -20.9% |
| 5Y | -63.5% | -23.0% | -40.5% | -62.2% |
| All | +40.6% | +183.3% | -142.7% | -6.3% |
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 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