+116.6%
TYL vs ACM
+127.0%
-10.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.6% | -3.9% |
| 7D | -3.7% | -3.7% | +0.1% | -2.5% |
| 30D | +18.7% | -11.1% | +29.8% | +22.8% |
| 3M | +18.1% | -8.0% | +26.1% | +20.7% |
| 6M | -1.1% | -29.7% | +28.5% | +9.5% |
| YTD | -19.8% | -29.4% | +9.6% | -10.9% |
| 1Y | -34.3% | -46.4% | +12.1% | -21.1% |
| 3Y | -8.2% | -22.3% | +14.1% | -2.8% |
| 5Y | -25.4% | +4.5% | -29.9% | -27.2% |
| All | +116.6% | +127.0% | -10.3% | +74.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling