+721.8%
TEL vs TYL
+3,336.2%
-2,614.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.6% | +6.2% | +5.9% |
| 7D | +0.6% | +3.5% | -3.0% | -0.9% |
| 30D | +0.2% | +26.9% | -26.7% | -9.5% |
| 3M | +1.5% | +33.8% | -32.3% | -11.0% |
| 6M | +6.9% | +28.8% | -21.9% | -6.1% |
| YTD | -2.8% | -7.9% | +5.1% | -4.0% |
| 1Y | -8.8% | -9.8% | +1.0% | -9.2% |
| 3Y | +84.3% | +1.2% | +83.1% | +69.0% |
| 5Y | +46.8% | -22.8% | +69.6% | +47.8% |
| 10Y | +294.7% | +168.8% | +125.9% | +113.9% |
| All | +721.8% | +3,336.2% | -2,614.4% | +7.7% |
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