+84.6%
ED vs TYL
-20.5%
+105.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.7% | +0.8% |
| 7D | +5.2% | +15.1% | -9.9% | +4.0% |
| 30D | +15.5% | +30.1% | -14.5% | +13.2% |
| 3M | +13.0% | +40.4% | -27.3% | +10.0% |
| 6M | +13.1% | +31.3% | -18.2% | +10.4% |
| YTD | +25.3% | -5.2% | +30.5% | +25.6% |
| 1Y | +30.5% | -6.6% | +37.2% | +31.0% |
| 3Y | +49.3% | +3.4% | +45.9% | +47.1% |
| 5Y | +84.6% | -19.3% | +103.8% | +76.5% |
| All | +84.6% | -20.5% | +105.1% | +76.5% |
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