-35.0%
AUR vs TYL
-13.8%
-21.2%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +1.1% |
| 7D | +11.1% | -8.6% | +19.7% | +19.3% |
| 30D | -6.9% | +7.5% | -14.4% | -13.9% |
| 3M | +5.5% | +10.9% | -5.4% | -8.5% |
| 6M | +41.0% | -6.7% | +47.7% | +39.7% |
| YTD | +69.3% | -24.5% | +93.8% | +102.9% |
| 1Y | +14.0% | -38.6% | +52.7% | +70.9% |
| 3Y | +90.1% | -12.6% | +102.7% | +86.2% |
| 5Y | -34.4% | -28.2% | -6.2% | -0.5% |
| All | -35.0% | -13.8% | -21.2% | -2.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling