-17.3%
TEM vs TYL
-34.2%
+16.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.0% | +4.0% | +1.0% |
| 7D | +0.9% | -3.7% | +4.6% | +1.9% |
| 30D | +38.4% | +18.7% | +19.6% | +32.9% |
| 3M | +23.7% | +18.1% | +5.5% | +17.8% |
| 6M | +26.0% | -1.1% | +27.1% | +26.2% |
| YTD | +9.4% | -19.8% | +29.2% | +14.7% |
| 1Y | -17.3% | -34.3% | +17.0% | -10.2% |
| All | -17.3% | -34.2% | +16.9% | -10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling