+338.4%
AZN vs TYL
+182.7%
+155.8%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.6% |
| 7D | +1.6% | +4.3% | -2.7% | +0.7% |
| 30D | +17.3% | +28.0% | -10.6% | +11.7% |
| 3M | +15.3% | +32.3% | -17.0% | +8.9% |
| 6M | +2.1% | +29.9% | -27.8% | -3.7% |
| YTD | +2.6% | -7.1% | +9.7% | +3.1% |
| 1Y | +7.9% | -9.2% | +17.1% | +8.8% |
| 3Y | +55.8% | +0.7% | +55.1% | +50.6% |
| 5Y | +63.0% | -21.1% | +84.1% | +64.2% |
| All | +338.4% | +182.7% | +155.8% | +191.3% |
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