+154.5%
AMGN vs TYL
-21.3%
+175.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.3% |
| 7D | -1.2% | +6.7% | -7.9% | -2.0% |
| 30D | +11.5% | +26.5% | -15.1% | +8.4% |
| 3M | +14.4% | +37.3% | -22.9% | +10.4% |
| 6M | +40.9% | +31.2% | +9.8% | +36.3% |
| YTD | +43.5% | -7.4% | +50.9% | +43.5% |
| 1Y | +49.9% | -9.6% | +59.5% | +50.2% |
| 3Y | +84.6% | +1.9% | +82.7% | +82.9% |
| All | +154.5% | -21.3% | +175.8% | +157.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling