+8,285.6%
TEVA vs TYL
+14,686.9%
-6,401.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | +4.4% | +0.8% | +3.6% | +4.4% |
| 30D | +9.3% | +21.1% | -11.8% | +7.4% |
| 3M | +21.9% | +28.9% | -7.1% | +19.0% |
| 6M | +22.8% | +42.0% | -19.3% | +18.8% |
| YTD | +42.6% | -6.6% | +49.2% | +42.4% |
| 1Y | +74.2% | -9.1% | +83.3% | +74.4% |
| 3Y | +404.5% | +1.8% | +402.7% | +398.5% |
| 5Y | +367.9% | -22.9% | +390.9% | +369.9% |
| 10Y | +14.2% | +182.3% | -168.1% | +4.5% |
| All | +8,285.6% | +14,686.9% | -6,401.3% | +5,556.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling