-31.8%
TE vs TYL
+2.6%
-34.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.3% | +5.8% | +3.2% |
| 7D | -12.6% | +6.7% | -19.3% | -11.9% |
| 30D | -36.7% | +26.5% | -63.3% | -35.3% |
| 3M | -57.5% | +37.3% | -94.8% | -56.3% |
| 6M | -55.2% | +31.2% | -86.4% | -53.9% |
| YTD | -64.7% | -7.4% | -57.3% | -60.6% |
| 1Y | -35.9% | -9.6% | -26.3% | -28.1% |
| 3Y | -31.8% | +1.9% | -33.7% | -32.9% |
| All | -31.8% | +2.6% | -34.4% | -32.9% |
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