+11.4%
AMCR vs TYL
-34.2%
+45.6%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.0% | +2.4% | -1.5% |
| 7D | -3.3% | -3.7% | +0.4% | -3.1% |
| 30D | -5.4% | +18.7% | -24.2% | -6.0% |
| 3M | +20.0% | +18.1% | +1.8% | +19.1% |
| 6M | 0.0% | -1.1% | +1.2% | -0.1% |
| YTD | +11.5% | -19.8% | +31.3% | +15.6% |
| 1Y | +11.4% | -34.3% | +45.7% | +19.2% |
| All | +11.4% | -34.2% | +45.6% | +19.2% |
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