-9.9%
TYL vs ACM
-46.6%
+36.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.9% | +1.7% | +3.5% |
| 7D | +17.3% | +9.5% | +7.7% | +13.1% |
| 30D | +28.9% | +14.7% | +14.2% | +22.0% |
| 3M | +35.1% | -9.5% | +44.6% | +39.0% |
| 6M | +29.3% | -18.0% | +47.4% | +37.3% |
| YTD | -6.8% | -27.3% | +20.5% | +8.4% |
| 1Y | -9.9% | -47.0% | +37.1% | +2.7% |
| All | -9.9% | -46.6% | +36.7% | +2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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