-62.1%
ALB vs TYL
-21.3%
-40.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | +1.8% |
| 7D | +9.1% | +6.7% | +2.4% | +6.2% |
| 30D | -3.4% | +26.5% | -30.0% | -12.9% |
| 3M | -20.6% | +37.3% | -57.9% | -31.3% |
| 6M | -48.2% | +31.2% | -79.3% | -55.2% |
| YTD | -29.2% | -7.4% | -21.9% | -27.8% |
| 1Y | +10.0% | -9.6% | +19.6% | +13.6% |
| 3Y | -12.9% | +1.9% | -14.8% | -20.5% |
| All | -62.1% | -21.3% | -40.8% | -56.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling