+686.3%
AU vs TYL
-28.2%
+714.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.5% | +3.3% | -0.6% |
| 7D | -0.3% | -7.6% | +7.3% | +0.7% |
| 30D | +12.8% | +11.3% | +1.5% | +11.2% |
| 3M | +28.5% | +14.5% | +14.0% | +25.8% |
| 6M | +4.8% | -7.1% | +12.0% | +5.8% |
| YTD | +31.0% | -23.4% | +54.3% | +36.5% |
| 1Y | +81.4% | -38.6% | +120.0% | +97.5% |
| 3Y | +618.4% | -11.3% | +629.7% | +619.5% |
| 5Y | +686.3% | -28.0% | +714.3% | +657.0% |
| All | +686.3% | -28.2% | +714.5% | +657.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling