+371.4%
TEVA vs TYL
-23.0%
+394.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | +4.4% | +0.8% | +3.6% | +4.2% |
| 30D | +9.3% | +21.1% | -11.8% | +4.2% |
| 3M | +21.9% | +28.9% | -7.1% | +14.0% |
| 6M | +22.8% | +42.0% | -19.3% | +11.5% |
| YTD | +42.6% | -6.6% | +49.2% | +43.7% |
| 1Y | +74.2% | -9.1% | +83.3% | +76.9% |
| 3Y | +404.5% | +1.8% | +402.7% | +380.4% |
| All | +371.4% | -23.0% | +394.4% | +356.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling