-95.0%
AAOX vs TYL
+22.8%
-117.8%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +0.1% | -11.2% | -10.8% |
| 7D | -3.6% | +0.8% | -4.5% | -1.8% |
| 30D | -72.9% | +21.1% | -94.0% | -50.3% |
| 3M | -90.7% | +28.9% | -119.6% | -77.8% |
| 6M | -98.2% | +42.0% | -140.2% | -93.2% |
| All | -95.0% | +22.8% | -117.8% | -82.3% |
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