-19.3%
TYL vs ALC
-8.7%
-10.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +2.2% |
| 7D | +15.1% | +7.6% | +7.5% | +10.9% |
| 30D | +30.1% | +21.1% | +8.9% | +18.1% |
| 3M | +40.4% | +8.5% | +31.9% | +34.7% |
| 6M | +31.3% | +2.8% | +28.5% | +28.7% |
| YTD | -5.2% | -2.4% | -2.8% | -5.0% |
| 1Y | -6.6% | +3.5% | -10.1% | -9.2% |
| 3Y | +3.4% | +4.2% | -0.8% | -5.8% |
| 5Y | -19.3% | -9.0% | -10.3% | -18.6% |
| All | -19.3% | -8.7% | -10.5% | -18.6% |
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