+17.1%
AON vs TYL
-21.3%
+38.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.3% | -0.5% | -2.1% |
| 7D | +4.4% | +6.7% | -2.3% | +2.5% |
| 30D | +24.1% | +26.5% | -2.4% | +15.8% |
| 3M | -7.0% | +37.3% | -44.2% | -15.2% |
| 6M | +9.1% | +31.2% | -22.0% | +0.3% |
| YTD | -4.4% | -7.4% | +2.9% | -4.2% |
| 1Y | -0.8% | -9.6% | +8.8% | +0.1% |
| 3Y | +5.1% | +1.9% | +3.2% | +0.6% |
| All | +17.1% | -21.3% | +38.4% | +21.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling