+197.7%
ECL vs TYL
+174.6%
+23.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.6% | +2.2% |
| 7D | -0.5% | +3.5% | -4.1% | -1.7% |
| 30D | +8.8% | +26.9% | -18.1% | +0.5% |
| 3M | +7.8% | +33.8% | -26.0% | -2.7% |
| 6M | +21.3% | +28.8% | -7.5% | +10.0% |
| YTD | +17.8% | -7.9% | +25.7% | +18.6% |
| 1Y | +21.1% | -9.8% | +30.8% | +22.7% |
| 3Y | +80.1% | +1.2% | +78.9% | +70.4% |
| 5Y | +40.5% | -22.8% | +63.3% | +42.4% |
| 10Y | +197.7% | +168.8% | +28.9% | +104.5% |
| All | +197.7% | +174.6% | +23.2% | +104.5% |
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