+137,736.4%
AMAT vs TYL
+12,593.6%
+125,142.8%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -4.0% | +8.3% | +4.9% |
| 7D | -1.5% | -3.7% | +2.2% | -1.0% |
| 30D | -14.8% | +18.7% | -33.5% | -17.2% |
| 3M | -9.3% | +18.1% | -27.4% | -12.6% |
| 6M | +27.4% | -1.1% | +28.5% | +25.4% |
| YTD | +77.6% | -19.8% | +97.4% | +79.7% |
| 1Y | +188.9% | -34.3% | +223.3% | +201.1% |
| 3Y | +202.3% | -8.2% | +210.5% | +197.6% |
| 5Y | +248.9% | -25.4% | +274.3% | +255.9% |
| 10Y | +1,585.2% | +115.6% | +1,469.6% | +1,405.2% |
| All | +137,736.4% | +12,593.6% | +125,142.8% | +74,847.5% |
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 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