+796.3%
AU vs TYL
+183.6%
+612.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -7.2% | +0.8% | -8.0% | -7.3% |
| 30D | -2.9% | +21.1% | -24.0% | -4.9% |
| 3M | -8.7% | +28.9% | -37.6% | -11.3% |
| 6M | -14.1% | +42.0% | -56.2% | -18.0% |
| YTD | +4.8% | -6.6% | +11.4% | +5.6% |
| 1Y | +11.9% | -9.1% | +21.0% | +13.1% |
| 3Y | +513.8% | +1.8% | +512.0% | +507.3% |
| 5Y | +379.3% | -22.9% | +402.2% | +375.8% |
| All | +796.3% | +183.6% | +612.7% | +802.8% |
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 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