+91.0%
AMGN vs TYL
+1.3%
+89.7%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +1.1% | +0.8% | +0.3% | +1.0% |
| 30D | +9.3% | +21.1% | -11.8% | +6.3% |
| 3M | +12.1% | +28.9% | -16.8% | +8.3% |
| 6M | +40.3% | +42.0% | -1.8% | +33.5% |
| YTD | +45.2% | -6.6% | +51.8% | +45.7% |
| 1Y | +42.4% | -9.1% | +51.5% | +43.5% |
| 3Y | +91.0% | +1.8% | +89.2% | +88.2% |
| All | +91.0% | +1.3% | +89.7% | +88.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling