+47.3%
AMZN vs TYL
-25.2%
+72.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.0% | +3.9% | +1.5% |
| 7D | -3.0% | -3.7% | +0.7% | -1.5% |
| 30D | -5.2% | +18.7% | -23.9% | -12.1% |
| 3M | +1.9% | +18.1% | -16.3% | -6.8% |
| 6M | +19.2% | -1.1% | +20.3% | +17.6% |
| YTD | +12.0% | -19.8% | +31.8% | +22.1% |
| 1Y | +9.7% | -34.3% | +44.0% | +33.5% |
| 3Y | +87.2% | -8.2% | +95.4% | +74.7% |
| All | +47.3% | -25.2% | +72.5% | +42.5% |
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