-3.1%
ALNY vs TYL
+1.7%
-4.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.9% | +4.5% | +5.2% |
| 7D | -0.8% | +0.5% | -1.3% | -0.9% |
| 30D | -29.6% | +25.2% | -54.8% | -33.3% |
| 3M | -27.7% | +31.8% | -59.5% | -32.7% |
| 6M | -43.9% | +36.3% | -80.1% | -48.2% |
| YTD | -59.8% | -6.3% | -53.5% | -58.7% |
| 1Y | -64.6% | -9.5% | -55.2% | -63.2% |
| All | -3.1% | +1.7% | -4.8% | -0.8% |
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