+100.3%
TYL vs ALC
+26.4%
+73.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.1% |
| 7D | -1.6% | -6.2% | +4.6% | +1.3% |
| 30D | +22.1% | +14.0% | +8.1% | +15.2% |
| 3M | +33.4% | -2.4% | +35.7% | +34.8% |
| 6M | +36.8% | +12.6% | +24.2% | +30.0% |
| YTD | -6.7% | -8.4% | +1.7% | -3.7% |
| 1Y | -9.2% | -9.1% | -0.1% | -6.0% |
| 3Y | +1.2% | -0.3% | +1.5% | -3.1% |
| 5Y | -23.0% | -9.9% | -13.1% | -23.6% |
| All | +100.3% | +26.4% | +73.9% | +76.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 10y: compounded portfolio wealth divided by compounded ALC 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…
10y analysis · Full analysis span regression · 6 months rolling