+103.5%
TYL vs ALC
+34.7%
+68.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +2.1% |
| 7D | +15.1% | +7.6% | +7.5% | +11.3% |
| 30D | +30.1% | +21.1% | +8.9% | +19.3% |
| 3M | +40.4% | +8.5% | +31.9% | +35.4% |
| 6M | +31.3% | +2.8% | +28.5% | +29.0% |
| YTD | -5.2% | -2.4% | -2.8% | -4.9% |
| 1Y | -6.6% | +3.5% | -10.1% | -8.8% |
| 3Y | +3.4% | +4.2% | -0.8% | -2.8% |
| 5Y | -19.3% | -9.0% | -10.3% | -20.7% |
| All | +103.5% | +34.7% | +68.8% | +74.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling