+69.1%
EFX vs TYL
+174.6%
-105.5%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.4% |
| 7D | -2.2% | +3.5% | -5.7% | -4.0% |
| 30D | +29.2% | +26.9% | +2.3% | +14.3% |
| 3M | +3.5% | +33.8% | -30.4% | -11.0% |
| 6M | +7.8% | +28.8% | -21.0% | -5.6% |
| YTD | -12.4% | -7.9% | -4.5% | -10.3% |
| 1Y | -8.2% | -9.8% | +1.5% | -5.0% |
| 3Y | +4.7% | +1.2% | +3.5% | +0.6% |
| 5Y | -32.0% | -22.8% | -9.2% | -28.5% |
| 10Y | +69.1% | +168.8% | -99.8% | +7.1% |
| All | +69.1% | +174.6% | -105.5% | +7.1% |
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