-19.3%
TYL vs ALM
+390.7%
-410.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -9.6% | +11.3% | +1.7% |
| 7D | +15.1% | -14.5% | +29.6% | +15.2% |
| 30D | +30.1% | -39.0% | +69.1% | +30.5% |
| 3M | +40.4% | -40.3% | +80.6% | +40.8% |
| 6M | +31.3% | -60.3% | +91.6% | +32.3% |
| YTD | -5.2% | -9.8% | +4.6% | -7.2% |
| 1Y | -6.6% | +30.8% | -37.4% | -9.7% |
| 3Y | +3.4% | +772.4% | -769.0% | -4.7% |
| 5Y | -19.3% | +390.7% | -410.0% | -24.1% |
| All | -19.3% | +390.7% | -410.0% | -24.1% |
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