+3,701.6%
ALNY vs TYL
+4,004.1%
-302.5%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.0% | +4.6% | +2.6% |
| 7D | +12.2% | -3.7% | +15.9% | +14.2% |
| 30D | +16.3% | +18.7% | -2.4% | +6.7% |
| 3M | -12.4% | +18.1% | -30.5% | -19.7% |
| 6M | -18.7% | -1.1% | -17.6% | -19.8% |
| YTD | -33.1% | -19.8% | -13.3% | -28.0% |
| 1Y | -41.3% | -34.3% | -7.0% | -30.8% |
| 3Y | +32.3% | -8.2% | +40.5% | +28.3% |
| 5Y | +34.8% | -25.4% | +60.2% | +39.6% |
| 10Y | +284.7% | +115.6% | +169.1% | +114.0% |
| All | +3,701.6% | +4,004.1% | -302.5% | +436.0% |
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