+631.8%
TEAM vs TYL
+135.9%
+495.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | -2.3% | -13.9% | -14.2% |
| 7D | -19.8% | +6.7% | -26.5% | -24.2% |
| 30D | -21.5% | +26.5% | -48.1% | -37.0% |
| 3M | +39.5% | +37.3% | +2.2% | +5.1% |
| 6M | +73.1% | +31.2% | +41.9% | +36.3% |
| YTD | -5.2% | -7.4% | +2.1% | -0.7% |
| 1Y | -1.6% | -9.6% | +8.0% | +5.0% |
| 3Y | -11.4% | +1.9% | -13.3% | -18.1% |
| 5Y | -65.1% | -21.1% | -44.0% | -59.0% |
| 10Y | +471.3% | +171.8% | +299.5% | +181.0% |
| All | +631.8% | +135.9% | +495.9% | +361.7% |
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 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