+96,674.4%
AMAT vs TYL
+14,906.9%
+81,767.5%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | +1.7% | -15.3% | -13.8% |
| 7D | -24.3% | +15.1% | -39.4% | -26.0% |
| 30D | -39.8% | +30.1% | -69.9% | -42.4% |
| 3M | -40.2% | +40.4% | -80.6% | -43.7% |
| 6M | -22.1% | +31.3% | -53.4% | -26.8% |
| YTD | +24.7% | -5.2% | +29.9% | +22.2% |
| 1Y | +33.3% | -6.6% | +39.9% | +30.9% |
| 3Y | +133.9% | +3.4% | +130.5% | +125.0% |
| 5Y | +117.1% | -19.3% | +136.3% | +117.3% |
| 10Y | +1,158.7% | +178.1% | +980.5% | +978.1% |
| All | +96,674.4% | +14,906.9% | +81,767.5% | +50,892.2% |
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