+116.6%
TYL vs ALLE
+144.1%
-27.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.0% | -5.0% | -4.4% |
| 7D | -3.7% | -0.2% | -3.5% | -3.6% |
| 30D | +18.7% | -6.8% | +25.5% | +21.8% |
| 3M | +18.1% | +21.0% | -2.9% | +9.6% |
| 6M | -1.1% | +1.1% | -2.2% | -2.4% |
| YTD | -19.8% | -0.5% | -19.3% | -20.8% |
| 1Y | -34.3% | -7.3% | -27.1% | -33.3% |
| 3Y | -8.2% | +42.3% | -50.5% | -23.5% |
| 5Y | -25.4% | +13.5% | -38.9% | -33.6% |
| All | +116.6% | +144.1% | -27.5% | +33.9% |
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