+13.6%
AU vs TYL
-8.9%
+22.5%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.5% | -4.3% | -4.8% |
| 7D | -1.1% | -1.6% | +0.5% | -1.2% |
| 30D | -4.4% | +22.1% | -26.5% | -2.1% |
| 3M | -10.0% | +33.4% | -43.3% | -6.7% |
| 6M | -14.5% | +36.8% | -51.3% | -10.9% |
| YTD | +6.4% | -6.7% | +13.1% | +11.4% |
| All | +13.6% | -8.9% | +22.5% | +18.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling