+683.8%
TEL vs TYL
+2,891.2%
-2,207.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.0% | +3.7% | +1.3% |
| 7D | +3.0% | -3.7% | +6.6% | +4.5% |
| 30D | -3.9% | +18.7% | -22.7% | -10.8% |
| 3M | -5.1% | +18.1% | -23.2% | -12.5% |
| 6M | +0.6% | -1.1% | +1.7% | -1.3% |
| YTD | -7.3% | -19.8% | +12.5% | -2.2% |
| 1Y | +1.1% | -34.3% | +35.5% | +15.7% |
| 3Y | +63.7% | -8.2% | +71.9% | +56.8% |
| 5Y | +50.7% | -25.4% | +76.1% | +54.3% |
| 10Y | +290.2% | +115.6% | +174.6% | +134.4% |
| All | +683.8% | +2,891.2% | -2,207.4% | +9.7% |
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