+175.2%
TYL vs ALLE
+225.5%
-50.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.9% | +4.6% | +2.8% |
| 7D | +15.1% | 0.0% | +15.1% | +15.0% |
| 30D | +30.1% | +20.6% | +9.5% | +21.0% |
| 3M | +40.4% | +11.4% | +29.0% | +34.5% |
| 6M | +31.3% | +42.5% | -11.3% | +14.2% |
| YTD | -5.2% | +18.9% | -24.1% | -12.5% |
| 1Y | -6.6% | +14.2% | -20.8% | -12.5% |
| 3Y | +3.4% | +90.7% | -87.3% | -23.4% |
| 5Y | -19.3% | +52.5% | -71.8% | -35.4% |
| All | +175.2% | +225.5% | -50.3% | +49.6% |
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