+668.3%
AU vs TYL
+100.8%
+567.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.1% | -2.2% | -4.0% |
| 7D | -7.0% | -11.5% | +4.6% | -5.6% |
| 30D | +7.3% | +3.9% | +3.4% | +6.8% |
| 3M | +33.2% | +10.8% | +22.4% | +31.1% |
| 6M | -0.6% | -5.3% | +4.7% | -0.5% |
| YTD | +26.2% | -26.1% | +52.3% | +30.7% |
| 1Y | +68.3% | -38.5% | +106.8% | +79.3% |
| 3Y | +592.1% | -14.5% | +606.6% | +596.3% |
| 5Y | +685.3% | -28.9% | +714.1% | +689.3% |
| All | +668.3% | +100.8% | +567.5% | +715.8% |
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