+9.1%
TE vs TYL
+1.3%
+7.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.1% | -3.2% | -3.0% |
| 7D | -19.1% | +0.8% | -19.9% | -19.0% |
| 30D | -34.1% | +21.1% | -55.3% | -33.0% |
| 3M | -60.1% | +28.9% | -89.0% | -59.2% |
| 6M | -66.0% | +42.0% | -108.0% | -65.6% |
| YTD | -71.4% | -6.6% | -64.8% | -68.0% |
| 1Y | -45.3% | -9.1% | -36.2% | -38.4% |
| 3Y | +9.1% | +1.8% | +7.3% | +4.4% |
| All | +9.1% | +1.3% | +7.8% | +4.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling