+13.3%
AMCR vs TYL
+102.8%
-89.5%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| 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 | +10.0% | -38.6% | +48.7% | +20.7% |
| 3Y | +6.6% | -12.6% | +19.2% | +6.6% |
| 5Y | -11.4% | -28.2% | +16.8% | -10.1% |
| 10Y | +13.3% | +104.0% | -90.7% | +4.5% |
| All | +13.3% | +102.8% | -89.5% | +4.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling