+14,043.8%
ECL vs TYL
+14,906.9%
-863.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.7% | -4.6% | -3.1% |
| 7D | +1.7% | +15.1% | -13.4% | +0.2% |
| 30D | +8.9% | +30.1% | -21.2% | +5.9% |
| 3M | +7.4% | +40.4% | -33.0% | +3.5% |
| 6M | +19.3% | +31.3% | -11.9% | +15.6% |
| YTD | +17.4% | -5.2% | +22.6% | +17.1% |
| 1Y | +19.4% | -6.6% | +26.0% | +19.2% |
| 3Y | +80.5% | +3.4% | +77.1% | +77.8% |
| 5Y | +40.2% | -19.3% | +59.5% | +40.8% |
| 10Y | +207.8% | +178.1% | +29.7% | +176.4% |
| All | +14,043.8% | +14,906.9% | -863.2% | +8,696.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling