+168.9%
TYL vs ALM
+2,022.9%
-1,854.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.1% | -4.4% | -2.3% |
| 7D | +6.7% | -6.7% | +13.3% | +6.7% |
| 30D | +26.5% | -32.9% | +59.4% | +27.2% |
| 3M | +37.3% | -39.5% | +76.8% | +38.1% |
| 6M | +31.2% | -62.0% | +93.1% | +32.8% |
| YTD | -7.4% | -7.8% | +0.5% | -8.6% |
| 1Y | -9.6% | +26.7% | -36.2% | -11.6% |
| 3Y | +1.9% | +825.4% | -823.5% | -5.6% |
| 5Y | -21.1% | +401.2% | -422.3% | -26.5% |
| All | +168.9% | +2,022.9% | -1,854.0% | +140.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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