-1.1%
TYL vs ALLE
-0.4%
-0.7%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.0% | -5.0% | -4.1% |
| 7D | -3.7% | -0.2% | -3.5% | -3.6% |
| 30D | +18.7% | -6.8% | +25.5% | +19.5% |
| 3M | +18.1% | +21.0% | -2.9% | +18.7% |
| 6M | -1.1% | +1.1% | -2.2% | -5.1% |
| All | -1.1% | -0.4% | -0.7% | -5.1% |
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