+565.6%
AU vs TYL
+0.5%
+565.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -0.6% | +7.4% | +6.9% |
| 7D | +20.8% | +3.5% | +17.3% | +20.7% |
| 30D | +5.5% | +26.9% | -21.4% | +4.9% |
| 3M | +3.9% | +33.8% | -29.9% | +3.1% |
| 6M | -5.4% | +28.8% | -34.3% | -6.0% |
| YTD | +20.7% | -7.9% | +28.6% | +25.9% |
| 1Y | +49.8% | -9.8% | +59.6% | +56.8% |
| 3Y | +565.6% | +1.2% | +564.5% | +594.5% |
| All | +565.6% | +0.5% | +565.1% | +594.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling