-94.8%
AAOX vs TYL
+21.8%
-116.6%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | -2.3% | +14.9% | +6.7% |
| 7D | -52.9% | +6.7% | -59.6% | -41.1% |
| 30D | -86.9% | +26.5% | -113.5% | -72.9% |
| 3M | -89.6% | +37.3% | -126.9% | -71.3% |
| 6M | -97.3% | +31.2% | -128.5% | -90.9% |
| All | -94.8% | +21.8% | -116.6% | -82.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 3y: compounded portfolio wealth divided by compounded TYL 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…
3y analysis · Full analysis span regression · 6 months rolling