-76.7%
TE vs TYL
+33.6%
-110.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.4% | -2.8% |
| 7D | -10.5% | +3.5% | -14.1% | -11.5% |
| 30D | -32.4% | +26.9% | -59.3% | -37.2% |
| 3M | -60.9% | +33.8% | -94.7% | -64.4% |
| 6M | -62.8% | +28.8% | -91.7% | -66.7% |
| YTD | -65.7% | -7.9% | -57.8% | -65.3% |
| 1Y | -39.9% | -9.8% | -30.1% | -38.8% |
| 3Y | +10.6% | +1.2% | +9.4% | +3.3% |
| 5Y | -79.7% | -22.8% | -56.9% | -80.5% |
| All | -76.7% | +33.6% | -110.3% | -78.0% |
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