-21.1%
TYL vs ABCL
-8.0%
-13.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.2% | +0.9% |
| 7D | +4.3% | +2.3% | +2.0% | +4.0% |
| 30D | +28.0% | -0.7% | +28.6% | +27.4% |
| 3M | +32.3% | +33.4% | -1.1% | +27.1% |
| 6M | +29.9% | +137.8% | -107.9% | +15.3% |
| YTD | -7.1% | +264.3% | -271.4% | -22.7% |
| 1Y | -9.2% | +209.2% | -218.4% | -23.1% |
| 3Y | +0.7% | +208.4% | -207.7% | -20.4% |
| 5Y | -21.1% | -11.9% | -9.2% | -22.7% |
| All | -21.1% | -8.0% | -13.1% | -22.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling