+40.8%
ALB vs TYL
+174.6%
-133.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.4% | +0.1% |
| 7D | +9.5% | +3.5% | +5.9% | +7.9% |
| 30D | -2.1% | +26.9% | -29.0% | -12.0% |
| 3M | -24.1% | +33.8% | -58.0% | -33.7% |
| 6M | -51.0% | +28.8% | -79.8% | -57.3% |
| YTD | -29.3% | -7.9% | -21.5% | -29.1% |
| 1Y | +3.2% | -9.8% | +12.9% | +4.6% |
| 3Y | -9.3% | +1.2% | -10.5% | -15.7% |
| 5Y | -61.6% | -22.8% | -38.8% | -60.2% |
| 10Y | +40.8% | +168.8% | -128.0% | -3.9% |
| All | +40.8% | +174.6% | -133.8% | -3.9% |
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