+188.9%
AMAT vs TYL
-34.2%
+223.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -4.0% | +8.3% | +2.5% |
| 7D | -1.5% | -3.7% | +2.2% | -3.0% |
| 30D | -14.8% | +18.7% | -33.5% | -7.7% |
| 3M | -9.3% | +18.1% | -27.4% | +0.3% |
| 6M | +27.4% | -1.1% | +28.5% | +39.8% |
| YTD | +77.6% | -19.8% | +97.4% | +83.1% |
| 1Y | +188.9% | -34.3% | +223.3% | +188.6% |
| All | +188.9% | -34.2% | +223.1% | +188.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling