+132.8%
AMAT vs TYL
+5.0%
+127.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | +1.7% | -15.3% | -13.3% |
| 7D | -24.3% | +15.1% | -39.4% | -22.2% |
| 30D | -39.8% | +30.1% | -69.9% | -36.9% |
| 3M | -40.2% | +40.4% | -80.6% | -36.8% |
| 6M | -22.1% | +31.3% | -53.4% | -17.0% |
| YTD | +24.7% | -5.2% | +29.9% | +41.1% |
| 1Y | +33.3% | -6.6% | +39.9% | +51.2% |
| All | +132.8% | +5.0% | +127.9% | +146.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling