+328.1%
AMGN vs TYL
+174.6%
+153.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.2% |
| 7D | 0.0% | +3.5% | -3.6% | -0.8% |
| 30D | +12.1% | +26.9% | -14.8% | +6.5% |
| 3M | +13.9% | +33.8% | -20.0% | +6.9% |
| 6M | +42.1% | +28.8% | +13.3% | +33.8% |
| YTD | +45.0% | -7.9% | +52.9% | +45.7% |
| 1Y | +49.3% | -9.8% | +59.1% | +50.7% |
| 3Y | +92.8% | +1.2% | +91.6% | +86.3% |
| 5Y | +156.7% | -22.8% | +179.6% | +164.8% |
| 10Y | +328.1% | +168.8% | +159.3% | +191.6% |
| All | +328.1% | +174.6% | +153.6% | +191.6% |
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