+36.1%
ALNY vs TYL
-29.1%
+65.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.3% |
| 7D | -3.5% | -8.6% | +5.1% | -0.6% |
| 30D | +18.9% | +7.5% | +11.4% | +15.8% |
| 3M | -13.3% | +10.9% | -24.3% | -16.5% |
| 6M | -20.3% | -6.7% | -13.6% | -19.1% |
| YTD | -35.1% | -24.5% | -10.6% | -29.3% |
| 1Y | -46.5% | -38.6% | -7.9% | -37.0% |
| 3Y | +28.1% | -12.6% | +40.7% | +29.1% |
| 5Y | +36.1% | -28.2% | +64.3% | +32.2% |
| All | +36.1% | -29.1% | +65.2% | +32.2% |
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