+195.2%
TECK vs TYL
-25.2%
+220.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.0% | +4.4% | +1.1% |
| 7D | -0.3% | -3.7% | +3.3% | +0.3% |
| 30D | +4.6% | +18.7% | -14.1% | +1.2% |
| 3M | +2.8% | +18.1% | -15.3% | -1.0% |
| 6M | +24.9% | -1.1% | +26.0% | +24.5% |
| YTD | +44.7% | -19.8% | +64.6% | +52.6% |
| 1Y | +112.0% | -34.3% | +146.3% | +137.8% |
| 3Y | +67.6% | -8.2% | +75.8% | +66.8% |
| All | +195.2% | -25.2% | +220.4% | +200.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling