-9.1%
TYL vs ACGL
+19.1%
-28.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | -0.1% |
| 7D | +0.8% | +2.2% | -1.3% | -0.3% |
| 30D | +21.1% | +12.3% | +8.8% | +14.7% |
| 3M | +28.9% | +11.8% | +17.1% | +22.1% |
| 6M | +42.0% | +17.5% | +24.6% | +34.9% |
| YTD | -6.6% | +14.3% | -20.9% | -13.1% |
| 1Y | -9.1% | +18.2% | -27.2% | -16.7% |
| All | -9.1% | +19.1% | -28.2% | -16.7% |
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