+87.6%
AMZN vs TYL
+1.2%
+86.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +0.9% | +0.5% |
| 7D | +2.8% | -1.6% | +4.4% | +3.0% |
| 30D | +3.4% | +22.1% | -18.7% | +1.0% |
| 3M | +0.1% | +33.4% | -33.3% | -3.6% |
| 6M | +0.6% | +36.8% | -36.2% | -4.1% |
| YTD | +15.9% | -6.7% | +22.6% | +21.4% |
| 1Y | +9.5% | -9.2% | +18.7% | +15.6% |
| All | +87.6% | +1.2% | +86.3% | +92.3% |
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