+2,233.8%
ALB vs TYL
+7,384.7%
-5,150.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.7% | +1.9% | +3.3% |
| 7D | +5.5% | +15.1% | -9.6% | +3.4% |
| 30D | -7.5% | +30.1% | -37.6% | -11.0% |
| 3M | -16.9% | +40.4% | -57.3% | -21.1% |
| 6M | -49.2% | +31.3% | -80.5% | -51.5% |
| YTD | -29.9% | -5.2% | -24.7% | -30.3% |
| 1Y | +8.2% | -6.6% | +14.8% | +7.8% |
| 3Y | -19.4% | +3.4% | -22.8% | -21.0% |
| 5Y | -61.6% | -19.3% | -42.4% | -61.1% |
| 10Y | +34.6% | +178.1% | -143.5% | +17.5% |
| All | +2,233.8% | +7,384.7% | -5,150.9% | +1,387.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling