+9,703.6%
AMD vs TYL
+14,906.9%
-5,203.3%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +1.7% | -19.0% | -17.5% |
| 7D | -28.6% | +15.1% | -43.7% | -30.4% |
| 30D | -37.7% | +30.1% | -67.8% | -40.7% |
| 3M | -16.1% | +40.4% | -56.5% | -21.6% |
| 6M | +13.8% | +31.3% | -17.5% | +6.1% |
| YTD | +88.8% | -5.2% | +94.0% | +84.8% |
| 1Y | +57.8% | -6.6% | +64.4% | +54.6% |
| 3Y | +260.3% | +3.4% | +256.9% | +245.2% |
| 5Y | +196.6% | -19.3% | +215.9% | +199.1% |
| 10Y | +6,064.6% | +178.1% | +5,886.5% | +5,144.4% |
| All | +9,703.6% | +14,906.9% | -5,203.3% | +4,647.0% |
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