+38.6%
ALB vs TYL
+183.6%
-145.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | -5.8% | +0.8% | -6.6% | -6.1% |
| 30D | -4.5% | +21.1% | -25.7% | -12.4% |
| 3M | -28.1% | +28.9% | -57.0% | -36.1% |
| 6M | -53.2% | +42.0% | -95.2% | -61.0% |
| YTD | -33.3% | -6.6% | -26.7% | -33.5% |
| 1Y | -17.4% | -9.1% | -8.4% | -16.5% |
| 3Y | -14.1% | +1.8% | -16.0% | -20.4% |
| 5Y | -64.0% | -22.9% | -41.1% | -62.7% |
| All | +38.6% | +183.6% | -145.0% | -7.7% |
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