+80.8%
ECL vs TYL
+5.0%
+75.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.7% | -4.6% | -3.2% |
| 7D | +1.7% | +15.1% | -13.4% | -0.5% |
| 30D | +8.9% | +30.1% | -21.2% | +4.6% |
| 3M | +7.4% | +40.4% | -33.0% | +1.7% |
| 6M | +19.3% | +31.3% | -11.9% | +13.8% |
| YTD | +17.4% | -5.2% | +22.6% | +20.1% |
| 1Y | +19.4% | -6.6% | +26.0% | +22.5% |
| All | +80.8% | +5.0% | +75.8% | +87.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling