+111,876.4%
AMAT vs TYL
+14,656.9%
+97,219.5%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.7% | -8.0% | -4.0% |
| 7D | -11.2% | +17.3% | -28.5% | -13.4% |
| 30D | -31.9% | +28.9% | -60.8% | -34.7% |
| 3M | -32.3% | +35.1% | -67.4% | -35.9% |
| 6M | -5.4% | +29.3% | -34.7% | -10.9% |
| YTD | +44.3% | -6.8% | +51.0% | +41.8% |
| 1Y | +61.4% | -9.9% | +71.3% | +59.4% |
| 3Y | +170.6% | +1.7% | +168.9% | +161.0% |
| 5Y | +156.4% | -21.6% | +178.0% | +157.9% |
| 10Y | +1,356.4% | +173.5% | +1,182.9% | +1,151.1% |
| All | +111,876.4% | +14,656.9% | +97,219.5% | +59,073.7% |
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