-9.1%
TYL vs ALK
-10.2%
+1.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.2% |
| 7D | +0.8% | -1.2% | +2.0% | +0.9% |
| 30D | +21.1% | +7.7% | +13.4% | +20.7% |
| 3M | +28.9% | -19.0% | +47.9% | +28.8% |
| 6M | +42.0% | -0.2% | +42.2% | +41.7% |
| YTD | -6.6% | -23.5% | +16.9% | -3.2% |
| 1Y | -9.1% | -9.1% | 0.0% | -8.0% |
| All | -9.1% | -10.2% | +1.1% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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