+96.8%
TEVA vs TYL
-34.2%
+130.9%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.0% | +3.3% | -0.5% |
| 7D | -0.2% | -3.7% | +3.5% | 0.0% |
| 30D | +4.7% | +18.7% | -14.0% | +3.6% |
| 3M | +5.6% | +18.1% | -12.5% | +4.3% |
| 6M | +10.5% | -1.1% | +11.6% | +8.8% |
| YTD | +16.5% | -19.8% | +36.3% | +14.1% |
| 1Y | +96.8% | -34.3% | +131.1% | +96.1% |
| All | +96.8% | -34.2% | +130.9% | +96.1% |
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