+70.2%
TEL vs TYL
-6.4%
+76.6%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.0% | +3.7% | +0.1% |
| 7D | +3.0% | -3.7% | +6.6% | +3.3% |
| 30D | -3.9% | +18.7% | -22.7% | -5.7% |
| 3M | -5.1% | +18.1% | -23.2% | -7.0% |
| 6M | +0.6% | -1.1% | +1.7% | +1.0% |
| YTD | -7.3% | -19.8% | +12.5% | -3.3% |
| 1Y | +1.1% | -34.3% | +35.5% | +10.9% |
| All | +70.2% | -6.4% | +76.6% | +66.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling