-25.0%
TEVA vs TYL
+101.5%
-126.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.7% | +1.9% |
| 7D | +2.0% | -7.5% | +9.5% | +4.4% |
| 30D | +1.0% | +6.0% | -5.0% | -1.2% |
| 3M | +7.3% | +13.9% | -6.6% | +2.2% |
| 6M | +21.7% | -3.3% | +25.1% | +21.6% |
| YTD | +18.8% | -25.8% | +44.7% | +28.2% |
| 1Y | +86.5% | -39.2% | +125.7% | +114.8% |
| 3Y | +269.4% | -13.2% | +282.6% | +263.0% |
| 5Y | +303.6% | -28.6% | +332.2% | +312.5% |
| All | -25.0% | +101.5% | -126.4% | -48.3% |
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 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