+802.8%
TEAM vs TYL
+104.2%
+698.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.0% | +1.4% | +0.9% |
| 7D | -0.4% | -3.7% | +3.2% | +2.8% |
| 30D | +67.3% | +18.7% | +48.6% | +44.9% |
| 3M | +86.8% | +18.1% | +68.6% | +62.1% |
| 6M | +146.8% | -1.1% | +147.9% | +152.0% |
| YTD | +16.9% | -19.8% | +36.7% | +40.8% |
| 1Y | +12.8% | -34.3% | +47.1% | +60.6% |
| 3Y | -7.3% | -8.2% | +1.0% | -5.5% |
| 5Y | -50.7% | -25.4% | -25.3% | -37.4% |
| 10Y | +529.8% | +115.6% | +414.3% | +276.6% |
| All | +802.8% | +104.2% | +698.5% | +554.6% |
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