+97.3%
TEM vs TYL
-10.0%
+107.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.8% |
| 7D | +5.1% | +0.5% | +4.5% | +4.5% |
| 30D | +16.8% | +25.2% | -8.3% | +3.0% |
| 3M | +42.6% | +31.8% | +10.9% | +21.1% |
| 6M | +63.9% | +36.3% | +27.6% | +33.6% |
| YTD | +34.5% | -6.3% | +40.8% | +46.8% |
| 1Y | +11.0% | -9.5% | +20.5% | +24.8% |
| All | +97.3% | -10.0% | +107.3% | +91.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling