-6.6%
TYL vs ACGL
+26.1%
-32.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | +15.1% | +6.4% | +8.7% | +11.7% |
| 30D | +30.1% | +16.6% | +13.4% | +21.1% |
| 3M | +40.4% | +11.6% | +28.8% | +33.0% |
| 6M | +31.3% | +17.5% | +13.8% | +24.1% |
| YTD | -5.2% | +15.3% | -20.5% | -12.2% |
| 1Y | -6.6% | +26.3% | -32.9% | -17.7% |
| All | -6.6% | +26.1% | -32.7% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 1y: compounded portfolio wealth divided by compounded ACGL 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…
1y analysis · Full analysis span regression · 6 months rolling