+106.4%
AMCR vs TYL
+890.6%
-784.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.0% | +3.8% | +0.3% |
| 7D | -1.9% | -3.7% | +1.8% | -1.4% |
| 30D | -4.1% | +18.7% | -22.8% | -6.2% |
| 3M | +21.7% | +18.1% | +3.5% | +18.8% |
| 6M | +1.5% | -1.1% | +2.6% | +1.1% |
| YTD | +13.1% | -19.8% | +32.9% | +15.6% |
| 1Y | +16.5% | -34.3% | +50.8% | +22.4% |
| 3Y | +10.3% | -8.2% | +18.5% | +10.1% |
| 5Y | -7.7% | -25.4% | +17.7% | -7.4% |
| 10Y | +24.6% | +115.6% | -90.9% | +22.2% |
| All | +106.4% | +890.6% | -784.1% | +106.5% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling