-15.3%
TYL vs AS
+120.4%
-135.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +3.6% | -7.6% | -4.4% |
| 7D | -3.7% | -4.9% | +1.2% | -3.2% |
| 30D | +18.7% | -19.6% | +38.3% | +21.6% |
| 3M | +18.1% | -14.4% | +32.5% | +20.0% |
| 6M | -1.1% | -20.1% | +19.0% | +1.1% |
| YTD | -19.8% | -20.9% | +1.1% | -17.9% |
| 1Y | -34.3% | -21.9% | -12.5% | -32.8% |
| All | -15.3% | +120.4% | -135.7% | -21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 10y: compounded portfolio wealth divided by compounded AS 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…
10y analysis · Full analysis span regression · 6 months rolling