+125.8%
AWK vs TYL
+115.8%
+10.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.0% | +3.9% | +0.8% |
| 7D | +1.7% | -3.7% | +5.4% | +2.6% |
| 30D | +5.6% | +18.7% | -13.2% | +1.1% |
| 3M | +15.9% | +18.1% | -2.3% | +10.8% |
| 6M | +4.6% | -1.1% | +5.7% | +4.0% |
| YTD | +10.1% | -19.8% | +29.9% | +14.7% |
| 1Y | +2.1% | -34.3% | +36.4% | +12.2% |
| 3Y | +9.8% | -8.2% | +18.1% | +7.0% |
| 5Y | -15.4% | -25.4% | +10.1% | -15.1% |
| All | +125.8% | +115.8% | +10.0% | +79.5% |
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