+6,406.4%
AMD vs TYL
+116.1%
+6,290.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -4.0% | +8.7% | +6.9% |
| 7D | +2.6% | -3.7% | +6.3% | +4.5% |
| 30D | -0.9% | +18.7% | -19.7% | -11.1% |
| 3M | -8.7% | +18.1% | -26.9% | -21.0% |
| 6M | +136.3% | -1.1% | +137.5% | +123.8% |
| YTD | +123.0% | -19.8% | +142.8% | +137.6% |
| 1Y | +195.2% | -34.3% | +229.5% | +259.3% |
| 3Y | +336.3% | -8.2% | +344.6% | +283.9% |
| 5Y | +334.5% | -25.4% | +359.9% | +354.5% |
| All | +6,406.4% | +116.1% | +6,290.3% | +2,817.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling