-47.3%
TE vs TYL
-25.2%
-22.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.0% | +5.3% | +2.9% |
| 7D | -4.0% | -3.7% | -0.3% | -2.6% |
| 30D | -15.9% | +18.7% | -34.6% | -21.6% |
| 3M | -60.5% | +18.1% | -78.7% | -64.4% |
| 6M | -35.2% | -1.1% | -34.1% | -36.8% |
| YTD | -31.1% | -19.8% | -11.3% | -25.1% |
| 1Y | +148.6% | -34.3% | +183.0% | +206.9% |
| 3Y | -26.4% | -8.2% | -18.2% | -33.3% |
| All | -47.3% | -25.2% | -22.1% | -38.4% |
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 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