+331.1%
AMD vs TYL
-8.1%
+339.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -4.0% | +8.7% | +4.6% |
| 7D | +2.6% | -3.7% | +6.3% | +2.5% |
| 30D | -0.9% | +18.7% | -19.7% | -0.6% |
| 3M | -8.7% | +18.1% | -26.9% | -8.6% |
| 6M | +136.3% | -1.1% | +137.5% | +144.0% |
| YTD | +123.0% | -19.8% | +142.8% | +144.4% |
| 1Y | +195.2% | -34.3% | +229.5% | +248.0% |
| All | +331.1% | -8.1% | +339.2% | +345.1% |
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