-19.3%
TYL vs ALLY
-7.4%
-11.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +2.1% |
| 7D | +15.1% | -1.1% | +16.2% | +15.4% |
| 30D | +30.1% | +4.2% | +25.9% | +28.6% |
| 3M | +40.4% | -12.4% | +52.8% | +45.2% |
| 6M | +31.3% | -8.7% | +40.0% | +33.9% |
| YTD | -5.2% | -11.6% | +6.5% | -2.8% |
| 1Y | -6.6% | +0.2% | -6.8% | -7.6% |
| 3Y | +3.4% | +57.1% | -53.7% | -15.3% |
| 5Y | -19.3% | -6.8% | -12.4% | -20.4% |
| All | -19.3% | -7.4% | -11.8% | -20.4% |
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