+127.4%
ED vs TYL
+168.7%
-41.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.3% | -0.1% | -2.1% |
| 7D | +1.6% | +6.7% | -5.0% | +0.8% |
| 30D | +13.3% | +26.5% | -13.2% | +10.0% |
| 3M | +9.7% | +37.3% | -27.6% | +5.3% |
| 6M | +12.8% | +31.2% | -18.4% | +8.5% |
| YTD | +22.3% | -7.4% | +29.7% | +22.7% |
| 1Y | +26.3% | -9.6% | +35.9% | +27.1% |
| 3Y | +45.0% | +1.9% | +43.1% | +41.6% |
| 5Y | +80.2% | -21.1% | +101.3% | +80.5% |
| All | +127.4% | +168.7% | -41.3% | +92.8% |
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 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