+4,753.5%
AZN vs TYL
+7,367.3%
-2,613.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.0% | +2.8% | -1.0% |
| 7D | 0.0% | -3.7% | +3.7% | +0.3% |
| 30D | +0.7% | +18.7% | -18.0% | -0.5% |
| 3M | -10.5% | +18.1% | -28.6% | -11.6% |
| 6M | -19.3% | -1.1% | -18.1% | -19.4% |
| YTD | -10.6% | -19.8% | +9.2% | -9.7% |
| 1Y | +0.5% | -34.3% | +34.8% | +2.9% |
| 3Y | +25.9% | -8.2% | +34.1% | +25.5% |
| 5Y | +52.4% | -25.4% | +77.8% | +53.0% |
| 10Y | +220.8% | +115.6% | +105.3% | +200.7% |
| All | +4,753.5% | +7,367.3% | -2,613.8% | +3,734.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling