+243.2%
TYL vs ALLY
+124.8%
+118.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.3% | -4.3% | -4.1% |
| 7D | -3.7% | +3.7% | -7.4% | -4.4% |
| 30D | +18.7% | -2.3% | +21.0% | +19.3% |
| 3M | +18.1% | +3.8% | +14.3% | +17.0% |
| 6M | -1.1% | +9.7% | -10.8% | -3.5% |
| YTD | -19.8% | -1.4% | -18.4% | -20.0% |
| 1Y | -34.3% | +8.2% | -42.6% | -35.9% |
| 3Y | -8.2% | +66.5% | -74.7% | -20.4% |
| 5Y | -25.4% | +1.2% | -26.6% | -30.3% |
| 10Y | +115.6% | +191.4% | -75.8% | +56.3% |
| All | +243.2% | +124.8% | +118.4% | +185.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling