+333.1%
TYL vs ALLE
+344.1%
-11.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.8% | +2.9% | +4.0% |
| 7D | +17.3% | +6.7% | +10.6% | +14.3% |
| 30D | +28.9% | +25.4% | +3.5% | +17.3% |
| 3M | +35.1% | +16.9% | +18.1% | +26.4% |
| 6M | +29.3% | +46.6% | -17.2% | +9.8% |
| YTD | -6.8% | +22.4% | -29.2% | -15.6% |
| 1Y | -9.9% | +17.7% | -27.6% | -17.2% |
| 3Y | +1.7% | +96.3% | -94.7% | -27.4% |
| 5Y | -21.6% | +57.4% | -79.0% | -39.0% |
| 10Y | +173.5% | +241.0% | -67.5% | +34.1% |
| All | +333.1% | +344.1% | -11.0% | +89.8% |
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