+697.2%
ASX vs TYL
+174.9%
+522.2%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | +1.7% | -22.5% | -21.2% |
| 7D | -33.3% | +15.1% | -48.4% | -36.0% |
| 30D | -36.5% | +30.1% | -66.5% | -41.4% |
| 3M | -19.2% | +40.4% | -59.6% | -27.9% |
| 6M | -10.2% | +31.3% | -41.5% | -20.1% |
| YTD | +86.5% | -5.2% | +91.6% | +85.6% |
| 1Y | +89.6% | -6.6% | +96.2% | +89.5% |
| 3Y | +298.6% | +3.4% | +295.2% | +266.0% |
| 5Y | +414.3% | -19.3% | +433.5% | +412.1% |
| All | +697.2% | +174.9% | +522.2% | +436.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling