+151.6%
ECL vs TYL
+116.1%
+35.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.0% | +4.1% | +1.4% |
| 7D | -2.6% | -3.7% | +1.1% | -1.4% |
| 30D | -2.2% | +18.7% | -20.9% | -7.8% |
| 3M | +10.1% | +18.1% | -8.0% | +3.5% |
| 6M | -5.7% | -1.1% | -4.6% | -6.7% |
| YTD | +7.0% | -19.8% | +26.8% | +13.1% |
| 1Y | +2.7% | -34.3% | +37.0% | +17.0% |
| 3Y | +57.7% | -8.2% | +65.9% | +53.8% |
| 5Y | +31.1% | -25.4% | +56.6% | +34.2% |
| All | +151.6% | +116.1% | +35.4% | +86.1% |
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 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