-53.2%
TE vs TYL
+16.3%
-69.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.0% | +5.3% | +2.5% |
| 7D | -4.0% | -3.7% | -0.3% | -2.9% |
| 30D | -15.9% | +18.7% | -34.6% | -20.3% |
| 3M | -60.5% | +18.1% | -78.7% | -63.5% |
| 6M | -35.2% | -1.1% | -34.1% | -36.4% |
| YTD | -31.1% | -19.8% | -11.3% | -26.9% |
| 1Y | +148.6% | -34.3% | +183.0% | +188.2% |
| 3Y | -26.4% | -8.2% | -18.2% | -29.2% |
| 5Y | -48.0% | -25.4% | -22.6% | -47.9% |
| All | -53.2% | +16.3% | -69.4% | -53.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling