-79.7%
TE vs TYL
-21.3%
-58.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.3% | +5.8% | +4.3% |
| 7D | -12.6% | +6.7% | -19.3% | -14.8% |
| 30D | -36.7% | +26.5% | -63.3% | -42.4% |
| 3M | -57.5% | +37.3% | -94.8% | -62.9% |
| 6M | -55.2% | +31.2% | -86.4% | -61.9% |
| YTD | -64.7% | -7.4% | -57.3% | -63.9% |
| 1Y | -35.9% | -9.6% | -26.3% | -33.7% |
| 3Y | -31.8% | +1.9% | -33.7% | -40.5% |
| All | -79.7% | -21.3% | -58.3% | -75.7% |
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