-84.3%
TE vs TYL
-23.0%
-61.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.1% | -3.2% | -3.1% |
| 7D | -19.1% | +0.8% | -19.9% | -19.3% |
| 30D | -34.1% | +21.1% | -55.3% | -38.9% |
| 3M | -60.1% | +28.9% | -89.0% | -64.3% |
| 6M | -66.0% | +42.0% | -108.0% | -72.1% |
| YTD | -71.4% | -6.6% | -64.8% | -70.9% |
| 1Y | -45.3% | -9.1% | -36.2% | -43.5% |
| 3Y | +9.1% | +1.8% | +7.3% | -4.0% |
| All | -84.3% | -23.0% | -61.3% | -80.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling