+40,523.5%
AZO vs TYL
+11,549.0%
+28,974.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.0% | +4.5% | +0.9% |
| 7D | +0.7% | -3.7% | +4.4% | +1.1% |
| 30D | -2.7% | +18.7% | -21.4% | -4.4% |
| 3M | -3.2% | +18.1% | -21.3% | -4.9% |
| 6M | -19.7% | -1.1% | -18.6% | -19.9% |
| YTD | -12.0% | -19.8% | +7.8% | -10.7% |
| 1Y | -29.5% | -34.3% | +4.8% | -27.1% |
| 3Y | +17.3% | -8.2% | +25.6% | +17.0% |
| 5Y | +94.1% | -25.4% | +119.5% | +95.7% |
| 10Y | +303.3% | +115.6% | +187.7% | +266.2% |
| All | +40,523.5% | +11,549.0% | +28,974.6% | +23,266.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling