-6.7%
EFX vs TYL
-10.1%
+3.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.7% | -2.3% | -0.5% |
| 7D | +9.2% | +17.3% | -8.1% | -1.2% |
| 30D | +34.8% | +28.9% | +5.9% | +15.6% |
| 3M | +8.8% | +35.1% | -26.2% | -9.2% |
| 6M | +12.3% | +29.3% | -17.0% | -4.6% |
| YTD | -10.6% | -6.8% | -3.8% | -10.2% |
| 1Y | -6.7% | -9.9% | +3.2% | -4.5% |
| All | -6.7% | -10.1% | +3.3% | -4.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling