+106.4%
AMCR vs TYL
+1,037.9%
-931.5%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.7% |
| 7D | -7.9% | +3.5% | -11.4% | -8.3% |
| 30D | +8.2% | +26.9% | -18.7% | +4.8% |
| 3M | -4.3% | +33.8% | -38.2% | -8.0% |
| 6M | +16.6% | +28.8% | -12.3% | +12.2% |
| YTD | +13.1% | -7.9% | +21.0% | +13.4% |
| 1Y | +14.4% | -9.8% | +24.2% | +15.0% |
| 3Y | +18.4% | +1.2% | +17.2% | +16.7% |
| 5Y | -5.8% | -22.8% | +17.0% | -6.5% |
| 10Y | +22.3% | +168.8% | -146.5% | +17.8% |
| All | +106.4% | +1,037.9% | -931.5% | +102.5% |
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 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