+101.1%
ED vs TYL
+116.1%
-15.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.0% | +2.7% | -0.8% |
| 7D | -0.2% | -3.7% | +3.5% | +0.3% |
| 30D | -0.1% | +18.7% | -18.9% | -2.3% |
| 3M | +3.9% | +18.1% | -14.2% | +1.5% |
| 6M | -3.0% | -1.1% | -1.9% | -3.3% |
| YTD | +10.7% | -19.8% | +30.5% | +13.2% |
| 1Y | +13.3% | -34.3% | +47.7% | +19.3% |
| 3Y | +34.5% | -8.2% | +42.7% | +32.9% |
| 5Y | +67.1% | -25.4% | +92.6% | +67.5% |
| All | +101.1% | +116.1% | -15.0% | +75.3% |
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 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