+5,471.3%
AZN vs TYL
+8,549.4%
-3,078.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.4% |
| 7D | +1.6% | +4.3% | -2.7% | +1.3% |
| 30D | +17.3% | +28.0% | -10.6% | +15.3% |
| 3M | +15.3% | +32.3% | -17.0% | +13.1% |
| 6M | +2.1% | +29.9% | -27.8% | +0.1% |
| YTD | +2.6% | -7.1% | +9.7% | +2.6% |
| 1Y | +7.9% | -9.2% | +17.1% | +8.0% |
| 3Y | +55.8% | +0.7% | +55.1% | +54.4% |
| 5Y | +63.0% | -21.1% | +84.1% | +62.9% |
| 10Y | +343.2% | +180.8% | +162.4% | +308.3% |
| All | +5,471.3% | +8,549.4% | -3,078.2% | +4,255.0% |
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