-14.2%
AON vs TYL
-37.9%
+23.7%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.5% | +2.2% | -1.2% |
| 7D | -3.2% | -7.6% | +4.4% | -1.4% |
| 30D | -11.9% | +11.3% | -23.2% | -14.0% |
| 3M | -2.9% | +14.5% | -17.4% | -6.1% |
| 6M | -6.8% | -7.1% | +0.3% | -8.1% |
| YTD | -10.1% | -23.4% | +13.3% | -9.2% |
| 1Y | -14.2% | -38.6% | +24.3% | -8.8% |
| All | -14.2% | -37.9% | +23.7% | -8.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling