+209.9%
AMGN vs TYL
+106.7%
+103.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -4.5% | -5.6% | -9.1% |
| 7D | -10.3% | -7.6% | -2.7% | -8.7% |
| 30D | -3.8% | +11.3% | -15.1% | -5.9% |
| 3M | +14.4% | +14.5% | -0.1% | +10.9% |
| 6M | +7.8% | -7.1% | +15.0% | +8.8% |
| YTD | +22.6% | -23.4% | +46.0% | +28.3% |
| 1Y | +44.2% | -38.6% | +82.8% | +58.5% |
| 3Y | +65.8% | -11.3% | +77.1% | +64.6% |
| 5Y | +108.0% | -28.0% | +135.9% | +113.8% |
| 10Y | +209.9% | +104.9% | +105.0% | +126.4% |
| All | +209.9% | +106.7% | +103.2% | +126.4% |
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