+236.1%
ALNY vs TYL
+101.5%
+134.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.3% |
| 7D | -6.5% | -7.5% | +1.0% | -3.6% |
| 30D | +11.0% | +6.0% | +5.1% | +8.2% |
| 3M | -14.1% | +13.9% | -28.0% | -18.8% |
| 6M | -22.4% | -3.3% | -19.0% | -22.4% |
| YTD | -37.5% | -25.8% | -11.6% | -30.9% |
| 1Y | -46.9% | -39.2% | -7.7% | -36.3% |
| 3Y | +22.1% | -13.2% | +35.2% | +22.2% |
| 5Y | +31.2% | -28.6% | +59.8% | +38.9% |
| All | +236.1% | +101.5% | +134.6% | +98.9% |
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