+226.7%
TECK vs TYL
+174.6%
+52.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.6% | +7.5% | +7.1% |
| 7D | +3.1% | +3.5% | -0.4% | +2.2% |
| 30D | -5.0% | +26.9% | -31.9% | -10.5% |
| 3M | -2.6% | +33.8% | -36.4% | -9.9% |
| 6M | 0.0% | +28.8% | -28.9% | -7.7% |
| YTD | +35.6% | -7.9% | +43.5% | +36.7% |
| 1Y | +58.1% | -9.8% | +67.9% | +60.2% |
| 3Y | +93.3% | +1.2% | +92.1% | +86.0% |
| 5Y | +153.7% | -22.8% | +176.5% | +159.7% |
| 10Y | +226.7% | +168.8% | +57.9% | +120.3% |
| All | +226.7% | +174.6% | +52.2% | +120.3% |
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