+12,412.3%
TYL vs ALK
+839.9%
+11,572.4%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.5% | -5.6% | -4.3% |
| 7D | -3.7% | -0.7% | -3.0% | -3.6% |
| 30D | +18.7% | -19.2% | +38.0% | +23.7% |
| 3M | +18.1% | -1.5% | +19.7% | +17.5% |
| 6M | -1.1% | -13.1% | +11.9% | -0.4% |
| YTD | -19.8% | -16.4% | -3.4% | -18.9% |
| 1Y | -34.3% | -33.1% | -1.2% | -30.8% |
| 3Y | -8.2% | +0.6% | -8.8% | -14.3% |
| 5Y | -25.4% | -26.4% | +1.0% | -26.6% |
| 10Y | +115.6% | -34.2% | +149.7% | +96.9% |
| All | +12,412.3% | +839.9% | +11,572.4% | +4,972.1% |
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 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