+560.7%
AMZN vs TYL
+168.7%
+392.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +1.9% | +0.6% |
| 7D | +7.9% | +6.7% | +1.2% | +4.9% |
| 30D | -0.2% | +26.5% | -26.8% | -10.6% |
| 3M | -4.8% | +37.3% | -42.1% | -18.3% |
| 6M | -5.7% | +31.2% | -36.9% | -19.2% |
| YTD | +12.3% | -7.4% | +19.7% | +12.4% |
| 1Y | +6.7% | -9.6% | +16.2% | +7.9% |
| 3Y | +85.6% | +1.9% | +83.7% | +68.5% |
| 5Y | +47.4% | -21.1% | +68.5% | +48.6% |
| All | +560.7% | +168.7% | +392.0% | +279.0% |
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