+6.7%
AMZN vs TYL
-10.1%
+16.8%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +4.7% | +1.4% | +6.3% |
| 7D | +4.5% | +17.3% | -12.8% | +5.3% |
| 30D | +5.8% | +28.9% | -23.1% | +6.9% |
| 3M | -4.1% | +35.1% | -39.2% | -2.8% |
| 6M | -2.2% | +29.3% | -31.5% | -0.9% |
| YTD | +15.3% | -6.8% | +22.0% | +19.8% |
| 1Y | +6.7% | -9.9% | +16.6% | +10.6% |
| All | +6.7% | -10.1% | +16.8% | +10.6% |
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 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