-10.0%
TYL vs ALC
+2.0%
-12.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.8% | -0.7% |
| 7D | +3.5% | +2.1% | +1.5% | +2.4% |
| 30D | +26.9% | +17.2% | +9.7% | +17.1% |
| 3M | +33.8% | +4.6% | +29.2% | +30.4% |
| 6M | +28.8% | +20.1% | +8.7% | +19.6% |
| YTD | -7.9% | -4.2% | -3.7% | -8.2% |
| All | -10.0% | +2.0% | -12.0% | -12.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling