+289.2%
AZO vs TYL
+100.8%
+188.4%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.6% |
| 7D | -2.9% | -11.5% | +8.6% | -0.5% |
| 30D | -5.3% | +3.9% | -9.2% | -6.2% |
| 3M | -7.3% | +10.8% | -18.1% | -9.7% |
| 6M | -22.7% | -5.3% | -17.4% | -22.4% |
| YTD | -15.0% | -26.1% | +11.1% | -10.7% |
| 1Y | -32.2% | -38.5% | +6.3% | -25.8% |
| 3Y | +10.0% | -14.5% | +24.5% | +10.3% |
| 5Y | +85.8% | -28.9% | +114.7% | +91.5% |
| All | +289.2% | +100.8% | +188.4% | +219.2% |
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