+378.1%
TECK vs TYL
+106.7%
+271.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.5% | +8.6% | +5.2% |
| 7D | +7.8% | -7.6% | +15.4% | +9.7% |
| 30D | +8.3% | +11.3% | -3.0% | +5.1% |
| 3M | +16.1% | +14.5% | +1.6% | +11.0% |
| 6M | +42.9% | -7.1% | +50.0% | +43.5% |
| YTD | +50.8% | -23.4% | +74.1% | +59.4% |
| 1Y | +106.1% | -38.6% | +144.6% | +133.8% |
| 3Y | +84.0% | -11.3% | +95.3% | +82.2% |
| 5Y | +223.5% | -28.0% | +251.4% | +233.1% |
| 10Y | +378.1% | +104.9% | +273.2% | +246.3% |
| All | +378.1% | +106.7% | +271.4% | +246.3% |
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 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