+70.5%
AZO vs TYL
-23.0%
+93.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +1.3% | +0.8% | +0.5% | +1.2% |
| 30D | +12.0% | +21.1% | -9.2% | +8.1% |
| 3M | +7.2% | +28.9% | -21.7% | +2.2% |
| 6M | -3.2% | +42.0% | -45.2% | -9.5% |
| YTD | -3.9% | -6.6% | +2.7% | -3.5% |
| 1Y | -14.7% | -9.1% | -5.6% | -13.9% |
| 3Y | +20.4% | +1.8% | +18.6% | +17.6% |
| All | +70.5% | -23.0% | +93.5% | +86.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling