+100.2%
AMCR vs TYL
+890.6%
-790.3%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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 | +13.0% | -34.3% | +47.3% | +18.7% |
| 3Y | +6.9% | -8.2% | +15.2% | +6.8% |
| 5Y | -10.5% | -25.4% | +15.0% | -10.2% |
| 10Y | +20.9% | +115.6% | -94.7% | +18.5% |
| All | +100.2% | +890.6% | -790.3% | +100.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling