+288.6%
TEL vs TYL
+106.7%
+182.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.5% | +2.7% | -0.3% |
| 7D | -1.4% | -7.6% | +6.2% | +1.2% |
| 30D | -4.9% | +11.3% | -16.2% | -8.6% |
| 3M | +0.1% | +14.5% | -14.4% | -5.4% |
| 6M | +0.4% | -7.1% | +7.5% | +1.3% |
| YTD | -8.9% | -23.4% | +14.5% | -2.3% |
| 1Y | -0.3% | -38.6% | +38.2% | +16.6% |
| 3Y | +67.6% | -11.3% | +78.9% | +62.6% |
| 5Y | +50.7% | -28.0% | +78.6% | +55.5% |
| 10Y | +288.6% | +104.9% | +183.8% | +172.2% |
| All | +288.6% | +106.7% | +182.0% | +172.2% |
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