+168.8%
TYL vs ALLY
+201.0%
-32.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.8% |
| 7D | +3.5% | -0.2% | +3.7% | +3.6% |
| 30D | +26.9% | +3.4% | +23.4% | +26.0% |
| 3M | +33.8% | -11.1% | +44.9% | +36.9% |
| 6M | +28.8% | -11.5% | +40.3% | +31.7% |
| YTD | -7.9% | -12.3% | +4.5% | -5.9% |
| 1Y | -9.8% | +1.1% | -10.9% | -10.5% |
| 3Y | +1.2% | +64.8% | -63.6% | -11.6% |
| 5Y | -22.8% | -6.9% | -15.9% | -26.6% |
| 10Y | +168.8% | +194.9% | -26.1% | +145.0% |
| All | +168.8% | +201.0% | -32.2% | +145.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 10y: compounded portfolio wealth divided by compounded ALLY 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…
10y analysis · Full analysis span regression · 6 months rolling