-8.6%
TEL vs TYL
-10.1%
+1.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.7% | -4.5% | +0.5% |
| 7D | -0.5% | +17.3% | -17.7% | +0.6% |
| 30D | +0.6% | +28.9% | -28.3% | +2.1% |
| 3M | +2.0% | +35.1% | -33.1% | +3.8% |
| 6M | +8.1% | +29.3% | -21.2% | +9.9% |
| YTD | -2.2% | -6.8% | +4.6% | -4.6% |
| 1Y | -8.6% | -9.9% | +1.3% | -10.9% |
| All | -8.6% | -10.1% | +1.5% | -10.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling