-7.6%
ALNY vs TYL
-20.9%
+13.2%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.9% | +4.5% | +5.1% |
| 7D | -0.8% | +0.5% | -1.3% | -1.0% |
| 30D | -29.6% | +25.2% | -54.8% | -34.9% |
| 3M | -27.7% | +31.8% | -59.5% | -34.6% |
| 6M | -43.9% | +36.3% | -80.1% | -50.0% |
| YTD | -59.8% | -6.3% | -53.5% | -59.4% |
| 1Y | -64.6% | -9.5% | -55.2% | -63.9% |
| 3Y | -1.3% | +1.6% | -2.9% | -5.0% |
| 5Y | -7.6% | -21.8% | +14.1% | -7.7% |
| All | -7.6% | -20.9% | +13.2% | -7.7% |
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