+6.8%
TYL vs ACI
+25.9%
-19.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.3% | -3.7% | -4.0% |
| 7D | -3.7% | +0.2% | -3.8% | -3.7% |
| 30D | +18.7% | +5.9% | +12.8% | +18.1% |
| 3M | +18.1% | -19.8% | +37.9% | +20.1% |
| 6M | -1.1% | -24.7% | +23.6% | +1.0% |
| YTD | -19.8% | -24.4% | +4.6% | -18.2% |
| 1Y | -34.3% | -31.5% | -2.8% | -32.5% |
| 3Y | -8.2% | -38.7% | +30.5% | -5.0% |
| 5Y | -25.4% | -42.8% | +17.4% | -23.1% |
| All | +6.8% | +25.9% | -19.1% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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