+657.4%
AU vs TYL
+4,638.7%
-3,981.3%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.3% | +7.3% | +5.1% |
| 7D | +16.5% | +6.7% | +9.9% | +16.1% |
| 30D | +3.3% | +26.5% | -23.3% | +1.7% |
| 3M | +6.8% | +37.3% | -30.5% | +4.7% |
| 6M | -3.9% | +31.2% | -35.1% | -5.9% |
| YTD | +12.9% | -7.4% | +20.3% | +12.8% |
| 1Y | +43.5% | -9.6% | +53.0% | +43.5% |
| 3Y | +445.5% | +1.9% | +443.6% | +440.6% |
| 5Y | +469.0% | -21.1% | +490.1% | +468.3% |
| 10Y | +698.3% | +171.8% | +526.5% | +643.7% |
| All | +657.4% | +4,638.7% | -3,981.3% | +573.1% |
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