-6.7%
TYL vs ABCL
-80.5%
+73.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +6.7% | -9.0% | -2.8% |
| 7D | +6.7% | -3.2% | +9.8% | +6.8% |
| 30D | +26.5% | -7.4% | +33.9% | +26.8% |
| 3M | +37.3% | +81.9% | -44.6% | +28.1% |
| 6M | +31.2% | +135.7% | -104.6% | +18.1% |
| YTD | -7.4% | +247.4% | -254.7% | -20.6% |
| 1Y | -9.6% | +162.3% | -171.8% | -20.5% |
| 3Y | +1.9% | +165.5% | -163.6% | -14.8% |
| 5Y | -21.1% | -21.3% | +0.2% | -26.8% |
| All | -6.7% | -80.5% | +73.8% | -6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 10y: compounded portfolio wealth divided by compounded ABCL 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…
10y analysis · Full analysis span regression · 6 months rolling