+48.6%
ED vs TYL
+5.0%
+43.6%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.7% | +0.8% |
| 7D | +5.2% | +15.1% | -9.9% | +4.3% |
| 30D | +15.5% | +30.1% | -14.5% | +14.0% |
| 3M | +13.0% | +40.4% | -27.3% | +11.2% |
| 6M | +13.1% | +31.3% | -18.2% | +11.4% |
| YTD | +25.3% | -5.2% | +30.5% | +25.9% |
| 1Y | +30.5% | -6.6% | +37.2% | +31.3% |
| All | +48.6% | +5.0% | +43.6% | +45.8% |
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 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