-9.6%
TYL vs ALM
+31.8%
-41.4%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.1% | -4.4% | -2.1% |
| 7D | +6.7% | -6.7% | +13.3% | +6.2% |
| 30D | +26.5% | -32.9% | +59.4% | +23.9% |
| 3M | +37.3% | -39.5% | +76.8% | +34.1% |
| 6M | +31.2% | -62.0% | +93.1% | +27.7% |
| YTD | -7.4% | -7.8% | +0.5% | -11.8% |
| 1Y | -9.6% | +26.7% | -36.2% | -12.9% |
| All | -9.6% | +31.8% | -41.4% | -12.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling