+13.7%
AMCR vs TYL
-8.1%
+21.8%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | +0.1% |
| 7D | -3.8% | +4.3% | -8.1% | -4.0% |
| 30D | +8.3% | +28.0% | -19.6% | +7.3% |
| 3M | -2.7% | +32.3% | -35.0% | -3.6% |
| 6M | +16.7% | +29.9% | -13.2% | +15.2% |
| YTD | +13.2% | -7.1% | +20.3% | +15.0% |
| 1Y | +13.7% | -9.2% | +22.9% | +15.9% |
| All | +13.7% | -8.1% | +21.8% | +15.9% |
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