-19.3%
TYL vs ACM
+1.8%
-21.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.2% | +3.9% | +2.7% |
| 7D | +15.1% | +5.1% | +10.0% | +12.4% |
| 30D | +30.1% | +11.5% | +18.6% | +23.3% |
| 3M | +40.4% | -10.5% | +50.8% | +46.9% |
| 6M | +31.3% | -20.4% | +51.6% | +44.6% |
| YTD | -5.2% | -28.9% | +23.7% | +11.2% |
| 1Y | -6.6% | -48.7% | +42.1% | +28.0% |
| 3Y | +3.4% | -12.5% | +15.9% | -0.4% |
| 5Y | -19.3% | +0.5% | -19.8% | -30.2% |
| All | -19.3% | +1.8% | -21.1% | -30.2% |
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