+100.1%
TEM vs TYL
-10.8%
+110.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.8% | -5.5% | -5.0% |
| 7D | +3.5% | +4.3% | -0.8% | +1.1% |
| 30D | +13.5% | +28.0% | -14.4% | -1.2% |
| 3M | +46.3% | +32.3% | +13.9% | +23.8% |
| 6M | +61.5% | +29.9% | +31.6% | +35.9% |
| YTD | +36.4% | -7.1% | +43.5% | +49.5% |
| 1Y | +12.2% | -9.2% | +21.4% | +25.1% |
| All | +100.1% | -10.8% | +110.9% | +95.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling