-29.1%
TYL vs ADVB
-97.6%
+68.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -9.5% | +11.2% | +1.6% |
| 7D | +15.1% | -28.0% | +43.1% | +14.9% |
| 30D | +30.1% | -70.2% | +100.3% | +29.5% |
| 3M | +40.4% | -76.1% | +116.4% | +39.7% |
| 6M | +31.3% | -72.3% | +103.6% | +30.4% |
| YTD | -5.2% | -67.5% | +62.3% | -6.1% |
| 1Y | -6.6% | -78.6% | +71.9% | -7.3% |
| All | -29.1% | -97.6% | +68.5% | -20.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling