+1,995.8%
TECK vs TYL
+8,243.5%
-6,247.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.0% |
| 7D | -1.2% | +0.5% | -1.8% | -1.5% |
| 30D | -5.7% | +25.2% | -30.9% | -13.5% |
| 3M | -3.6% | +31.8% | -35.4% | -13.8% |
| 6M | -2.2% | +36.3% | -38.5% | -15.1% |
| YTD | +33.6% | -6.3% | +39.8% | +30.2% |
| 1Y | +49.0% | -9.5% | +58.4% | +47.0% |
| 3Y | +85.4% | +1.6% | +83.8% | +71.8% |
| 5Y | +138.5% | -21.8% | +160.3% | +136.4% |
| 10Y | +218.0% | +183.3% | +34.7% | +77.3% |
| All | +1,995.8% | +8,243.5% | -6,247.8% | +309.4% |
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