-19.3%
TYL vs ALK
-33.9%
+14.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.2% | +4.9% | +2.3% |
| 7D | +15.1% | +7.1% | +8.0% | +13.4% |
| 30D | +30.1% | -3.0% | +33.0% | +30.5% |
| 3M | +40.4% | -25.6% | +66.0% | +48.2% |
| 6M | +31.3% | +0.5% | +30.8% | +28.6% |
| YTD | -5.2% | -23.1% | +17.9% | -2.3% |
| 1Y | -6.6% | -7.5% | +0.9% | -8.7% |
| 3Y | +3.4% | +15.3% | -11.9% | -14.6% |
| 5Y | -19.3% | -34.8% | +15.5% | -17.1% |
| All | -19.3% | -33.9% | +14.6% | -17.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling