+77.8%
ECL vs TYL
+2.6%
+75.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -1.3% |
| 7D | -0.8% | +6.7% | -7.4% | -1.7% |
| 30D | +8.1% | +26.5% | -18.4% | +4.3% |
| 3M | +6.4% | +37.3% | -30.9% | +1.1% |
| 6M | +14.8% | +31.2% | -16.4% | +9.4% |
| YTD | +15.5% | -7.4% | +22.8% | +18.5% |
| 1Y | +20.1% | -9.6% | +29.7% | +24.0% |
| 3Y | +77.8% | +1.9% | +75.9% | +85.3% |
| All | +77.8% | +2.6% | +75.2% | +85.3% |
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 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