+2,183.6%
ALNY vs TYL
+4,697.3%
-2,513.7%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.9% | +4.5% | +5.0% |
| 7D | -0.8% | +0.5% | -1.3% | -1.1% |
| 30D | -29.6% | +25.2% | -54.8% | -37.6% |
| 3M | -27.7% | +31.8% | -59.5% | -38.0% |
| 6M | -43.9% | +36.3% | -80.1% | -53.1% |
| YTD | -59.8% | -6.3% | -53.5% | -60.6% |
| 1Y | -64.6% | -9.5% | -55.2% | -64.7% |
| 3Y | -1.3% | +1.6% | -2.9% | -9.5% |
| 5Y | -7.6% | -21.8% | +14.1% | -7.2% |
| 10Y | +243.5% | +183.3% | +60.2% | +64.2% |
| All | +2,183.6% | +4,697.3% | -2,513.7% | +193.7% |
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