-24.8%
TYL vs ABCL
-41.3%
+16.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.2% | -2.8% | -3.9% |
| 7D | -3.7% | +0.7% | -4.4% | -3.7% |
| 30D | +18.7% | +93.1% | -74.3% | +10.0% |
| 3M | +18.1% | +79.4% | -61.3% | +9.5% |
| 6M | -1.1% | +214.9% | -216.0% | -14.9% |
| YTD | -19.8% | +234.2% | -254.0% | -31.9% |
| 1Y | -34.3% | +174.8% | -209.1% | -43.7% |
| 3Y | -8.2% | +104.5% | -112.7% | -21.2% |
| All | -24.8% | -41.3% | +16.5% | -26.4% |
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