+42.7%
AMGN vs TYL
-9.8%
+52.5%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.2% | -0.2% |
| 7D | +1.5% | -1.6% | +3.0% | +1.7% |
| 30D | +13.1% | +22.1% | -9.0% | +10.1% |
| 3M | +12.9% | +33.4% | -20.5% | +9.2% |
| 6M | +40.8% | +36.8% | +4.0% | +35.4% |
| YTD | +45.6% | -6.7% | +52.3% | +46.7% |
| 1Y | +42.7% | -9.2% | +52.0% | +45.2% |
| All | +42.7% | -9.8% | +52.5% | +45.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling