+460.1%
TEAM vs TYL
+168.7%
+291.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | -2.3% | -13.9% | -14.1% |
| 7D | -19.8% | +6.7% | -26.5% | -24.3% |
| 30D | -21.5% | +26.5% | -48.1% | -37.4% |
| 3M | +39.5% | +37.3% | +2.2% | +4.3% |
| 6M | +73.1% | +31.2% | +41.9% | +35.3% |
| YTD | -5.2% | -7.4% | +2.1% | -0.6% |
| 1Y | -1.6% | -9.6% | +8.0% | +5.2% |
| 3Y | -11.4% | +1.9% | -13.3% | -18.7% |
| 5Y | -65.1% | -21.1% | -44.0% | -59.1% |
| All | +460.1% | +168.7% | +291.4% | +188.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling