-24.8%
TYL vs ALM
+951.0%
-975.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.5% | -2.5% | -4.0% |
| 7D | -3.7% | -2.6% | -1.1% | -3.6% |
| 30D | +18.7% | +32.0% | -13.3% | +18.3% |
| 3M | +18.1% | -15.0% | +33.2% | +18.5% |
| 6M | -1.1% | -10.1% | +9.0% | -1.3% |
| YTD | -19.8% | +99.4% | -119.2% | -22.2% |
| 1Y | -34.3% | +316.4% | -350.7% | -37.9% |
| 3Y | -8.2% | +2,022.0% | -2,030.2% | -17.2% |
| All | -24.8% | +951.0% | -975.7% | -29.6% |
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