-23.1%
TYL vs ACM
+1.1%
-24.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.4% | -0.2% |
| 7D | +0.8% | +5.6% | -4.8% | -1.9% |
| 30D | +21.1% | +20.8% | +0.3% | +10.4% |
| 3M | +28.9% | +11.4% | +17.5% | +22.0% |
| 6M | +42.0% | +0.9% | +41.1% | +39.7% |
| YTD | -6.6% | -24.8% | +18.2% | +6.6% |
| 1Y | -9.1% | -46.4% | +37.4% | +22.0% |
| 3Y | +1.8% | -9.2% | +11.1% | -3.4% |
| All | -23.1% | +1.1% | -24.2% | -34.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling