-10.3%
TYL vs ACM
-45.0%
+34.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.6% |
| 7D | +4.3% | +6.6% | -2.3% | +1.6% |
| 30D | +28.0% | +19.8% | +8.2% | +19.0% |
| 3M | +32.3% | -3.1% | +35.5% | +32.6% |
| 6M | +29.9% | -11.5% | +41.4% | +33.7% |
| YTD | -7.1% | -24.7% | +17.6% | +6.7% |
| All | -10.3% | -45.0% | +34.7% | +1.3% |
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