+106.6%
AMCR vs TYL
+1,047.4%
-940.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | 0.0% |
| 7D | -3.8% | +4.3% | -8.1% | -4.3% |
| 30D | +8.3% | +28.0% | -19.6% | +4.8% |
| 3M | -2.7% | +32.3% | -35.0% | -6.3% |
| 6M | +16.7% | +29.9% | -13.2% | +12.2% |
| YTD | +13.2% | -7.1% | +20.3% | +13.4% |
| 1Y | +13.7% | -9.2% | +22.9% | +14.2% |
| 3Y | +17.4% | +0.7% | +16.7% | +15.9% |
| 5Y | -5.9% | -21.1% | +15.1% | -6.9% |
| 10Y | +22.4% | +180.8% | -158.4% | +18.0% |
| All | +106.6% | +1,047.4% | -940.7% | +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