+29.3%
TYL vs ALLE
+43.7%
-14.4%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.8% | +2.9% | +4.1% |
| 7D | +17.3% | +6.7% | +10.6% | +15.0% |
| 30D | +28.9% | +25.4% | +3.5% | +20.6% |
| 3M | +35.1% | +16.9% | +18.1% | +28.3% |
| 6M | +29.3% | +46.6% | -17.2% | +18.1% |
| All | +29.3% | +43.7% | -14.4% | +18.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling