-22.8%
TYL vs ALM
+441.7%
-464.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +8.1% | -8.6% | -0.6% |
| 7D | +3.5% | +0.7% | +2.8% | +3.5% |
| 30D | +26.9% | -26.1% | +53.0% | +27.2% |
| 3M | +33.8% | -38.1% | +72.0% | +34.2% |
| 6M | +28.8% | -55.4% | +84.2% | +29.7% |
| YTD | -7.9% | -0.4% | -7.5% | -9.9% |
| 1Y | -9.8% | +25.4% | -35.1% | -12.4% |
| 3Y | +1.2% | +907.8% | -906.6% | -6.8% |
| 5Y | -22.8% | +440.2% | -463.0% | -27.5% |
| All | -22.8% | +441.7% | -464.5% | -27.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling