+86.5%
TEVA vs TYL
-39.1%
+125.5%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.7% | +2.0% |
| 7D | +2.0% | -7.5% | +9.5% | +2.4% |
| 30D | +1.0% | +6.0% | -5.0% | +0.5% |
| 3M | +7.3% | +13.9% | -6.6% | +6.4% |
| 6M | +21.7% | -3.3% | +25.1% | +20.7% |
| YTD | +18.8% | -25.8% | +44.7% | +16.0% |
| 1Y | +86.5% | -39.2% | +125.7% | +80.3% |
| All | +86.5% | -39.1% | +125.5% | +80.3% |
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 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