+36.3%
ALB vs TYL
+185.3%
-149.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.7% |
| 7D | +1.1% | +0.5% | +0.5% | +0.8% |
| 30D | -2.6% | +25.2% | -27.8% | -11.8% |
| 3M | -25.6% | +31.8% | -57.3% | -34.5% |
| 6M | -54.0% | +36.3% | -90.3% | -60.9% |
| YTD | -31.6% | -6.3% | -25.3% | -31.8% |
| 1Y | -6.6% | -9.5% | +2.9% | -5.3% |
| 3Y | -14.0% | +1.6% | -15.6% | -20.1% |
| 5Y | -62.5% | -21.8% | -40.8% | -61.4% |
| 10Y | +36.3% | +183.3% | -147.0% | -9.5% |
| All | +36.3% | +185.3% | -149.0% | -9.5% |
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