+196.6%
AMD vs TYL
-20.5%
+217.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +1.7% | -19.0% | -17.8% |
| 7D | -28.6% | +15.1% | -43.7% | -32.3% |
| 30D | -37.7% | +30.1% | -67.8% | -44.0% |
| 3M | -16.1% | +40.4% | -56.5% | -28.1% |
| 6M | +13.8% | +31.3% | -17.5% | -3.1% |
| YTD | +88.8% | -5.2% | +94.0% | +91.4% |
| 1Y | +57.8% | -6.6% | +64.4% | +60.4% |
| 3Y | +260.3% | +3.4% | +256.9% | +210.7% |
| 5Y | +196.6% | -19.3% | +215.9% | +235.3% |
| All | +196.6% | -20.5% | +217.1% | +235.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling