-9.6%
TYL vs ALK
-6.6%
-2.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.9% | -2.3% |
| 7D | +6.7% | +9.0% | -2.4% | +6.4% |
| 30D | +26.5% | -1.6% | +28.2% | +26.1% |
| 3M | +37.3% | -23.2% | +60.5% | +37.2% |
| 6M | +31.2% | -3.9% | +35.0% | +31.1% |
| YTD | -7.4% | -22.6% | +15.2% | -4.2% |
| 1Y | -9.6% | -5.3% | -4.2% | -8.0% |
| All | -9.6% | -6.6% | -2.9% | -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