+295.5%
TEVA vs TYL
-30.1%
+325.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -0.9% |
| 7D | -0.7% | -11.5% | +10.8% | +2.2% |
| 30D | -0.4% | +3.9% | -4.2% | -1.6% |
| 3M | +8.2% | +10.8% | -2.5% | +4.9% |
| 6M | +15.3% | -5.3% | +20.6% | +15.9% |
| YTD | +16.5% | -26.1% | +42.6% | +24.4% |
| 1Y | +85.7% | -38.5% | +124.3% | +109.2% |
| 3Y | +277.9% | -14.5% | +292.3% | +273.0% |
| 5Y | +295.5% | -28.9% | +324.4% | +302.9% |
| All | +295.5% | -30.1% | +325.7% | +302.9% |
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