-24.8%
TYL vs ALLY
+1.6%
-26.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.3% | -4.3% | -4.1% |
| 7D | -3.7% | +3.7% | -7.4% | -4.6% |
| 30D | +18.7% | -2.3% | +21.0% | +19.4% |
| 3M | +18.1% | +3.8% | +14.3% | +16.7% |
| 6M | -1.1% | +9.7% | -10.8% | -4.1% |
| YTD | -19.8% | -1.4% | -18.4% | -20.0% |
| 1Y | -34.3% | +8.2% | -42.6% | -36.4% |
| 3Y | -8.2% | +66.5% | -74.7% | -25.3% |
| All | -24.8% | +1.6% | -26.4% | -30.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling