-24.8%
TYL vs ALLE
+13.7%
-38.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +22.1% |
| 3M | +18.1% | +21.0% | -2.9% | +8.8% |
| 6M | -1.1% | +1.1% | -2.2% | -2.3% |
| YTD | -19.8% | -0.5% | -19.3% | -20.8% |
| 1Y | -34.3% | -7.3% | -27.1% | -33.0% |
| 3Y | -8.2% | +42.3% | -50.5% | -27.6% |
| All | -24.8% | +13.7% | -38.5% | -36.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling