-80.5%
TE vs TYL
+35.5%
-116.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.1% | -3.2% | -3.1% |
| 7D | -19.1% | +0.8% | -19.9% | -19.2% |
| 30D | -34.1% | +21.1% | -55.3% | -37.9% |
| 3M | -60.1% | +28.9% | -89.0% | -63.3% |
| 6M | -66.0% | +42.0% | -108.0% | -70.7% |
| YTD | -71.4% | -6.6% | -64.8% | -71.2% |
| 1Y | -45.3% | -9.1% | -36.2% | -44.3% |
| 3Y | +9.1% | +1.8% | +7.3% | +2.2% |
| 5Y | -82.6% | -22.9% | -59.7% | -83.3% |
| All | -80.5% | +35.5% | -116.0% | -81.7% |
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