+13.1%
AZO vs TYL
-12.9%
+26.1%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.2% |
| 7D | -0.8% | -8.6% | +7.8% | +0.4% |
| 30D | -5.1% | +7.5% | -12.7% | -6.3% |
| 3M | -7.2% | +10.9% | -18.2% | -9.0% |
| 6M | -20.7% | -6.7% | -14.0% | -20.7% |
| YTD | -14.2% | -24.5% | +10.3% | -10.6% |
| 1Y | -32.2% | -38.6% | +6.5% | -26.5% |
| All | +13.1% | -12.9% | +26.1% | +14.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling