+340.5%
TYL vs ALLE
+331.3%
+9.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.9% | +4.6% | +2.9% |
| 7D | +15.1% | 0.0% | +15.1% | +15.0% |
| 30D | +30.1% | +20.6% | +9.5% | +20.2% |
| 3M | +40.4% | +11.4% | +29.0% | +33.9% |
| 6M | +31.3% | +42.5% | -11.3% | +12.6% |
| YTD | -5.2% | +18.9% | -24.1% | -13.2% |
| 1Y | -6.6% | +14.2% | -20.8% | -13.1% |
| 3Y | +3.4% | +90.7% | -87.3% | -25.4% |
| 5Y | -19.3% | +52.5% | -71.8% | -36.4% |
| 10Y | +178.1% | +231.2% | -53.1% | +38.0% |
| All | +340.5% | +331.3% | +9.1% | +95.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling