+1,111.0%
AMAT vs TYL
+174.9%
+936.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | +1.7% | -15.3% | -14.3% |
| 7D | -24.3% | +15.1% | -39.4% | -29.1% |
| 30D | -39.8% | +30.1% | -69.9% | -47.0% |
| 3M | -40.2% | +40.4% | -80.6% | -50.1% |
| 6M | -22.1% | +31.3% | -53.4% | -35.8% |
| YTD | +24.7% | -5.2% | +29.9% | +20.4% |
| 1Y | +33.3% | -6.6% | +39.9% | +29.5% |
| 3Y | +133.9% | +3.4% | +130.5% | +99.9% |
| 5Y | +117.1% | -19.3% | +136.3% | +116.6% |
| All | +1,111.0% | +174.9% | +936.1% | +464.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling