+85.2%
AZO vs TYL
-29.1%
+114.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.5% | -0.2% |
| 7D | -3.6% | -7.5% | +3.9% | -2.3% |
| 30D | -5.6% | +6.0% | -11.5% | -6.7% |
| 3M | -6.6% | +13.9% | -20.6% | -9.1% |
| 6M | -22.5% | -3.3% | -19.2% | -22.6% |
| YTD | -15.2% | -25.8% | +10.7% | -11.2% |
| 1Y | -33.9% | -39.2% | +5.3% | -28.1% |
| 3Y | +11.8% | -13.2% | +25.0% | +12.0% |
| All | +85.2% | -29.1% | +114.3% | +95.1% |
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