-10.0%
TYL vs ADVB
-74.4%
+64.4%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.5% | -4.1% | -0.5% |
| 7D | +3.5% | -1.2% | +4.7% | +3.5% |
| 30D | +26.9% | -61.4% | +88.3% | +26.0% |
| 3M | +33.8% | -67.8% | +101.7% | +33.0% |
| 6M | +28.8% | -66.9% | +95.7% | +27.6% |
| YTD | -7.9% | -64.9% | +57.0% | -8.5% |
| All | -10.0% | -74.4% | +64.4% | -12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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