+2,257.7%
ALNY vs TYL
+4,680.8%
-2,423.1%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.1% | +5.2% | +5.3% |
| 7D | +5.8% | +0.8% | +5.0% | +5.4% |
| 30D | -26.5% | +21.1% | -47.6% | -33.8% |
| 3M | -27.3% | +28.9% | -56.2% | -37.0% |
| 6M | -43.4% | +42.0% | -85.4% | -53.6% |
| YTD | -58.5% | -6.6% | -51.9% | -59.2% |
| 1Y | -63.6% | -9.1% | -54.6% | -63.8% |
| 3Y | 0.0% | +1.8% | -1.8% | -8.5% |
| 5Y | -3.4% | -22.9% | +19.5% | -2.2% |
| 10Y | +254.6% | +182.3% | +72.3% | +69.8% |
| All | +2,257.7% | +4,680.8% | -2,423.1% | +203.7% |
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 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