+53.6%
AZN vs TYL
-29.1%
+82.8%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.5% | -1.8% |
| 7D | -2.9% | -8.6% | +5.7% | -1.8% |
| 30D | -3.1% | +7.5% | -10.6% | -4.0% |
| 3M | -14.4% | +10.9% | -25.4% | -15.7% |
| 6M | -19.5% | -6.7% | -12.8% | -19.1% |
| YTD | -13.8% | -24.5% | +10.8% | -10.9% |
| 1Y | -2.4% | -38.6% | +36.3% | +3.8% |
| 3Y | +21.3% | -12.6% | +33.9% | +20.6% |
| 5Y | +53.6% | -28.2% | +81.9% | +49.3% |
| All | +53.6% | -29.1% | +82.8% | +49.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling