-12.9%
ALB vs TYL
+2.6%
-15.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | +1.3% |
| 7D | +9.1% | +6.7% | +2.4% | +7.7% |
| 30D | -3.4% | +26.5% | -30.0% | -8.1% |
| 3M | -20.6% | +37.3% | -57.9% | -25.9% |
| 6M | -48.2% | +31.2% | -79.3% | -51.5% |
| YTD | -29.2% | -7.4% | -21.9% | -25.5% |
| 1Y | +10.0% | -9.6% | +19.6% | +16.8% |
| 3Y | -12.9% | +1.9% | -14.8% | -18.1% |
| All | -12.9% | +2.6% | -15.5% | -18.1% |
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