+196.8%
ECL vs TYL
+168.7%
+28.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -0.9% |
| 7D | -0.8% | +6.7% | -7.4% | -2.8% |
| 30D | +8.1% | +26.5% | -18.4% | -0.1% |
| 3M | +6.4% | +37.3% | -30.9% | -4.8% |
| 6M | +14.8% | +31.2% | -16.4% | +3.3% |
| YTD | +15.5% | -7.4% | +22.8% | +16.0% |
| 1Y | +20.1% | -9.6% | +29.7% | +21.7% |
| 3Y | +77.8% | +1.9% | +75.9% | +67.8% |
| 5Y | +37.9% | -21.1% | +59.0% | +38.6% |
| All | +196.8% | +168.7% | +28.1% | +103.3% |
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