+13.4%
AUR vs TYL
-34.2%
+47.6%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.0% | +4.3% | +0.4% |
| 7D | +8.7% | -3.7% | +12.4% | +8.8% |
| 30D | -5.2% | +18.7% | -24.0% | -5.7% |
| 3M | -7.3% | +18.1% | -25.4% | -7.8% |
| 6M | +41.2% | -1.1% | +42.3% | +46.1% |
| YTD | +65.1% | -19.8% | +84.9% | +79.9% |
| 1Y | +13.4% | -34.3% | +47.7% | +36.4% |
| All | +13.4% | -34.2% | +47.6% | +36.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling