+724.3%
TEL vs TYL
+3,396.5%
-2,672.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.2% | +0.4% |
| 7D | -0.4% | +0.5% | -0.9% | -0.7% |
| 30D | +1.0% | +25.2% | -24.2% | -8.2% |
| 3M | +0.7% | +31.8% | -31.0% | -11.1% |
| 6M | +7.3% | +36.3% | -29.0% | -7.9% |
| YTD | -2.5% | -6.3% | +3.8% | -4.4% |
| 1Y | -10.3% | -9.5% | -0.8% | -10.7% |
| 3Y | +81.1% | +1.6% | +79.5% | +65.9% |
| 5Y | +45.3% | -21.8% | +67.0% | +45.6% |
| 10Y | +290.3% | +183.3% | +107.0% | +106.8% |
| All | +724.3% | +3,396.5% | -2,672.2% | +7.3% |
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 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