+41.6%
TEL vs TYL
-21.3%
+62.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +0.9% |
| 7D | -2.8% | +6.7% | -9.5% | -4.5% |
| 30D | -4.1% | +26.5% | -30.6% | -10.2% |
| 3M | -3.4% | +37.3% | -40.7% | -12.1% |
| 6M | -3.5% | +31.2% | -34.7% | -11.8% |
| YTD | -8.0% | -7.4% | -0.7% | -6.5% |
| 1Y | -13.7% | -9.6% | -4.1% | -11.6% |
| 3Y | +71.9% | +1.9% | +70.0% | +60.6% |
| All | +41.6% | -21.3% | +62.9% | +45.1% |
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