+515.8%
TYL vs ALM
+3,431.9%
-2,916.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -9.6% | +11.3% | +1.7% |
| 7D | +15.1% | -14.5% | +29.6% | +15.1% |
| 30D | +30.1% | -39.0% | +69.1% | +30.1% |
| 3M | +40.4% | -40.3% | +80.6% | +40.5% |
| 6M | +31.3% | -60.3% | +91.6% | +31.4% |
| YTD | -5.2% | -9.8% | +4.6% | -5.3% |
| 1Y | -6.6% | +30.8% | -37.4% | -6.8% |
| 3Y | +3.4% | +772.4% | -769.0% | +2.8% |
| 5Y | -19.3% | +390.7% | -410.0% | -19.7% |
| 10Y | +178.1% | +2,028.5% | -1,850.4% | +176.1% |
| All | +515.8% | +3,431.9% | -2,916.1% | +510.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling