+14,446.1%
TYL vs ALK
+794.3%
+13,651.8%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +8.8% | -4.1% | +2.9% |
| 7D | +17.3% | +12.4% | +4.8% | +14.4% |
| 30D | +28.9% | +2.1% | +26.8% | +28.1% |
| 3M | +35.1% | -23.9% | +58.9% | +42.0% |
| 6M | +29.3% | +8.2% | +21.1% | +25.2% |
| YTD | -6.8% | -20.5% | +13.7% | -5.1% |
| 1Y | -9.9% | -1.0% | -8.9% | -12.6% |
| 3Y | +1.7% | +19.2% | -17.5% | -8.7% |
| 5Y | -21.6% | -28.2% | +6.6% | -22.5% |
| 10Y | +173.5% | -39.2% | +212.7% | +153.7% |
| All | +14,446.1% | +794.3% | +13,651.8% | +5,839.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling