+788.4%
AU vs TYL
+4,001.7%
-3,213.4%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.0% | +1.7% | -2.1% |
| 7D | -3.6% | -3.7% | 0.0% | -3.4% |
| 30D | +23.9% | +18.7% | +5.1% | +22.6% |
| 3M | +19.1% | +18.1% | +0.9% | +17.7% |
| 6M | -0.2% | -1.1% | +1.0% | -0.4% |
| YTD | +32.5% | -19.8% | +52.3% | +33.7% |
| 1Y | +96.9% | -34.3% | +131.3% | +101.1% |
| 3Y | +614.7% | -8.2% | +623.0% | +613.2% |
| 5Y | +647.7% | -25.4% | +673.1% | +650.5% |
| 10Y | +679.2% | +115.6% | +563.6% | +636.5% |
| All | +788.4% | +4,001.7% | -3,213.4% | +697.4% |
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