+4.3%
TYL vs ABCL
+139.9%
-135.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -9.4% | +11.1% | +1.9% |
| 7D | +15.1% | -14.9% | +30.0% | +15.5% |
| 30D | +30.1% | -15.4% | +45.4% | +30.5% |
| 3M | +40.4% | +88.0% | -47.6% | +35.5% |
| 6M | +31.3% | +138.8% | -107.6% | +25.0% |
| YTD | -5.2% | +225.4% | -230.6% | -11.8% |
| 1Y | -6.6% | +137.3% | -143.9% | -12.1% |
| All | +4.3% | +139.9% | -135.6% | -3.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling