-9.2%
TYL vs ACM
-46.1%
+36.8%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | -1.6% | +5.1% | -6.7% | -3.6% |
| 30D | +22.1% | +18.7% | +3.4% | +13.9% |
| 3M | +33.4% | +15.5% | +17.9% | +25.8% |
| 6M | +36.8% | +1.2% | +35.6% | +34.3% |
| YTD | -6.7% | -25.2% | +18.5% | +7.5% |
| 1Y | -9.2% | -46.3% | +37.1% | +2.9% |
| All | -9.2% | -46.1% | +36.8% | +2.9% |
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 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