+40.2%
EFX vs TYL
+106.7%
-66.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.5% | +1.4% | -0.8% |
| 7D | -7.8% | -7.6% | -0.2% | -3.9% |
| 30D | -5.7% | +11.3% | -17.0% | -10.8% |
| 3M | +2.5% | +14.5% | -12.0% | -4.3% |
| 6M | -16.7% | -7.1% | -9.5% | -14.0% |
| YTD | -20.2% | -23.4% | +3.2% | -10.0% |
| 1Y | -31.4% | -38.6% | +7.2% | -13.8% |
| 3Y | -10.5% | -11.3% | +0.8% | -7.9% |
| 5Y | -35.2% | -28.0% | -7.2% | -28.5% |
| 10Y | +40.2% | +104.9% | -64.7% | +2.9% |
| All | +40.2% | +106.7% | -66.5% | +2.9% |
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