+180.8%
TYL vs ACM
+133.7%
+47.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.6% |
| 7D | +4.3% | +6.6% | -2.3% | +2.1% |
| 30D | +28.0% | +19.8% | +8.2% | +20.6% |
| 3M | +32.3% | -3.1% | +35.5% | +33.0% |
| 6M | +29.9% | -11.5% | +41.4% | +33.9% |
| YTD | -7.1% | -24.7% | +17.6% | +1.1% |
| 1Y | -9.2% | -45.1% | +35.8% | +8.4% |
| 3Y | +0.7% | -8.9% | +9.6% | +1.4% |
| 5Y | -21.1% | +5.4% | -26.5% | -23.7% |
| 10Y | +180.8% | +131.1% | +49.7% | +124.9% |
| All | +180.8% | +133.7% | +47.1% | +124.9% |
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