+5,402.3%
AZN vs TYL
+8,598.7%
-3,196.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -1.1% | +0.8% | -1.9% | -1.1% |
| 30D | +13.8% | +21.1% | -7.3% | +12.3% |
| 3M | +17.3% | +28.9% | -11.6% | +15.2% |
| 6M | -1.7% | +42.0% | -43.8% | -4.3% |
| YTD | +1.4% | -6.6% | +8.0% | +1.3% |
| 1Y | +5.2% | -9.1% | +14.2% | +5.3% |
| 3Y | +52.6% | +1.8% | +50.8% | +51.1% |
| 5Y | +72.9% | -22.9% | +95.8% | +73.1% |
| 10Y | +333.0% | +182.3% | +150.7% | +298.8% |
| All | +5,402.3% | +8,598.7% | -3,196.3% | +4,199.4% |
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