+38.7%
ECL vs TYL
-22.0%
+60.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.1% | -0.5% |
| 7D | +0.4% | +4.3% | -3.9% | -0.8% |
| 30D | +8.6% | +28.0% | -19.4% | +0.8% |
| 3M | +7.9% | +32.3% | -24.4% | -1.4% |
| 6M | +21.0% | +29.9% | -8.9% | +10.5% |
| YTD | +17.5% | -7.1% | +24.6% | +19.3% |
| 1Y | +19.7% | -9.2% | +28.9% | +22.5% |
| 3Y | +77.4% | +0.7% | +76.7% | +68.9% |
| 5Y | +38.7% | -21.1% | +59.8% | +35.8% |
| All | +38.7% | -22.0% | +60.7% | +35.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling