-27.0%
TYL vs AMRZ
-19.3%
-7.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.5% | -0.2% |
| 7D | -1.6% | -4.0% | +2.4% | -1.1% |
| 30D | +22.1% | +12.4% | +9.7% | +20.8% |
| 3M | +33.4% | -11.5% | +44.9% | +34.5% |
| 6M | +36.8% | -21.6% | +58.4% | +39.1% |
| YTD | -6.7% | -23.4% | +16.7% | -5.8% |
| 1Y | -9.2% | -17.2% | +7.9% | -9.5% |
| All | -27.0% | -19.3% | -7.7% | -27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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