-23.1%
TYL vs ALC
-9.1%
-14.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.2% | -3.1% | -1.5% |
| 7D | +0.8% | -1.1% | +1.9% | +1.3% |
| 30D | +21.1% | +16.0% | +5.1% | +12.3% |
| 3M | +28.9% | +0.8% | +28.1% | +28.2% |
| 6M | +42.0% | +16.8% | +25.2% | +31.6% |
| YTD | -6.6% | -5.5% | -1.1% | -4.9% |
| 1Y | -9.1% | -5.3% | -3.8% | -7.6% |
| 3Y | +1.8% | +4.1% | -2.2% | -7.9% |
| All | -23.1% | -9.1% | -14.0% | -22.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling