+187.8%
TYL vs ALLE
+211.7%
-23.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.3% |
| 7D | +0.8% | +3.6% | -2.7% | -0.5% |
| 30D | +21.1% | +25.9% | -4.8% | +10.9% |
| 3M | +28.9% | +15.8% | +13.2% | +21.7% |
| 6M | +42.0% | +48.1% | -6.1% | +21.6% |
| YTD | -6.6% | +22.0% | -28.5% | -14.7% |
| 1Y | -9.1% | +18.0% | -27.1% | -15.9% |
| 3Y | +1.8% | +93.1% | -91.2% | -25.0% |
| 5Y | -22.9% | +52.1% | -75.0% | -38.4% |
| All | +187.8% | +211.7% | -23.9% | +51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 10y: compounded portfolio wealth divided by compounded ALLE 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…
10y analysis · Full analysis span regression · 6 months rolling