+607.6%
TEAM vs TYL
+136.5%
+471.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.8% | -4.9% | -4.8% |
| 7D | -22.2% | +4.3% | -26.5% | -25.0% |
| 30D | -28.1% | +28.0% | -56.1% | -42.9% |
| 3M | -2.2% | +32.3% | -34.5% | -24.3% |
| 6M | +62.2% | +29.9% | +32.3% | +28.7% |
| YTD | -8.4% | -7.1% | -1.2% | -4.2% |
| 1Y | -6.6% | -9.2% | +2.6% | -0.8% |
| 3Y | -15.7% | +0.7% | -16.4% | -21.2% |
| 5Y | -65.7% | -21.1% | -44.7% | -59.8% |
| 10Y | +441.0% | +180.8% | +260.1% | +160.6% |
| All | +607.6% | +136.5% | +471.1% | +345.3% |
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