+16.8%
AMCR vs TYL
+102.8%
-85.9%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.5% | -1.3% | -2.4% |
| 7D | -6.3% | -8.6% | +2.3% | -4.7% |
| 30D | -7.1% | +7.5% | -14.7% | -8.5% |
| 3M | +12.7% | +10.9% | +1.7% | +10.0% |
| 6M | +5.2% | -6.7% | +11.9% | +5.8% |
| YTD | +8.1% | -24.5% | +32.6% | +13.2% |
| 1Y | +11.7% | -38.6% | +50.4% | +22.5% |
| 3Y | +9.9% | -12.6% | +22.5% | +10.0% |
| 5Y | -8.7% | -28.2% | +19.6% | -7.3% |
| 10Y | +16.8% | +104.0% | -87.2% | +7.8% |
| All | +16.8% | +102.8% | -85.9% | +7.8% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling