+82.6%
ED vs TYL
-23.0%
+105.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | +2.1% | +0.8% | +1.2% | +2.0% |
| 30D | +10.4% | +21.1% | -10.7% | +8.7% |
| 3M | +12.5% | +28.9% | -16.4% | +10.2% |
| 6M | +14.9% | +42.0% | -27.1% | +11.6% |
| YTD | +24.8% | -6.6% | +31.4% | +25.3% |
| 1Y | +23.8% | -9.1% | +32.9% | +24.6% |
| 3Y | +51.6% | +1.8% | +49.8% | +49.6% |
| All | +82.6% | -23.0% | +105.6% | +76.2% |
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 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