+43.3%
AMAT vs TYL
-9.6%
+52.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.3% | +6.5% | +3.0% |
| 7D | -14.7% | +6.7% | -21.4% | -11.4% |
| 30D | -36.1% | +26.5% | -62.6% | -26.9% |
| 3M | -36.9% | +37.3% | -74.1% | -24.4% |
| 6M | -22.2% | +31.2% | -53.4% | -5.1% |
| YTD | +29.9% | -7.4% | +37.3% | +46.6% |
| 1Y | +43.3% | -9.6% | +52.8% | +61.8% |
| All | +43.3% | -9.6% | +52.8% | +61.8% |
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