-19.2%
TYL vs ABCL
-81.3%
+62.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +10.9% |
| 3M | +18.1% | +79.4% | -61.3% | +10.4% |
| 6M | -1.1% | +214.9% | -216.0% | -13.4% |
| YTD | -19.8% | +234.2% | -254.0% | -30.6% |
| 1Y | -34.3% | +174.8% | -209.1% | -42.6% |
| 3Y | -8.2% | +104.5% | -112.7% | -20.3% |
| 5Y | -25.4% | -39.0% | +13.6% | -29.4% |
| All | -19.2% | -81.3% | +62.0% | -18.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling