+664.4%
AU vs TYL
+4,651.1%
-3,986.7%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.8% | -6.4% | -5.6% |
| 7D | +15.3% | +4.3% | +11.0% | +15.0% |
| 30D | -0.3% | +28.0% | -28.3% | -1.9% |
| 3M | -2.9% | +32.3% | -35.2% | -4.7% |
| 6M | -10.7% | +29.9% | -40.6% | -12.4% |
| YTD | +14.0% | -7.1% | +21.1% | +13.8% |
| 1Y | +32.5% | -9.2% | +41.7% | +32.5% |
| 3Y | +557.9% | +0.7% | +557.2% | +552.4% |
| 5Y | +441.0% | -21.1% | +462.1% | +440.4% |
| 10Y | +816.9% | +180.8% | +636.1% | +752.6% |
| All | +664.4% | +4,651.1% | -3,986.7% | +579.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling