+345.9%
AZO vs TYL
+183.3%
+162.6%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | -1.7% | -1.6% | -0.1% | -1.4% |
| 30D | +12.4% | +22.1% | -9.7% | +7.9% |
| 3M | +6.8% | +33.4% | -26.6% | +0.4% |
| 6M | -4.6% | +36.8% | -41.4% | -11.1% |
| YTD | -4.1% | -6.7% | +2.6% | -4.0% |
| 1Y | -14.2% | -9.2% | -4.9% | -13.5% |
| 3Y | +20.3% | +1.2% | +19.2% | +16.9% |
| 5Y | +72.4% | -23.0% | +95.4% | +76.0% |
| All | +345.9% | +183.3% | +162.6% | +238.4% |
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 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