-13.7%
ALB vs TYL
+5.0%
-18.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.7% | +1.9% | +3.2% |
| 7D | +5.5% | +15.1% | -9.6% | +2.6% |
| 30D | -7.5% | +30.1% | -37.6% | -12.5% |
| 3M | -16.9% | +40.4% | -57.3% | -22.8% |
| 6M | -49.2% | +31.3% | -80.5% | -52.3% |
| YTD | -29.9% | -5.2% | -24.7% | -26.5% |
| 1Y | +8.2% | -6.6% | +14.8% | +13.9% |
| All | -13.7% | +5.0% | -18.6% | -19.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling