+858.4%
ASX vs TYL
+115.8%
+742.7%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.0% | +4.2% | +1.4% |
| 7D | -0.7% | -3.7% | +3.0% | +0.4% |
| 30D | +2.0% | +18.7% | -16.8% | -3.5% |
| 3M | -1.3% | +18.1% | -19.5% | -8.2% |
| 6M | +71.4% | -1.1% | +72.6% | +68.3% |
| YTD | +135.3% | -19.8% | +155.1% | +148.2% |
| 1Y | +267.5% | -34.3% | +301.8% | +320.2% |
| 3Y | +388.5% | -8.2% | +396.7% | +363.2% |
| 5Y | +417.1% | -25.4% | +442.5% | +424.9% |
| All | +858.4% | +115.8% | +742.7% | +603.3% |
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