+73.8%
ALB vs TYL
+116.1%
-42.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.0% | -0.4% | -2.7% |
| 7D | -8.1% | -3.7% | -4.4% | -6.6% |
| 30D | +6.3% | +18.7% | -12.5% | -1.5% |
| 3M | -23.6% | +18.1% | -41.7% | -30.0% |
| 6M | -24.6% | -1.1% | -23.5% | -26.1% |
| YTD | -10.3% | -19.8% | +9.5% | -3.7% |
| 1Y | +61.5% | -34.3% | +95.8% | +90.7% |
| 3Y | -34.0% | -8.2% | -25.7% | -35.9% |
| 5Y | -44.6% | -25.4% | -19.2% | -41.2% |
| All | +73.8% | +116.1% | -42.3% | +28.2% |
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