+6,459.5%
EFX vs TYL
+12,593.6%
-6,134.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -4.0% | -2.3% | -5.9% |
| 7D | -8.6% | -3.7% | -5.0% | -8.2% |
| 30D | +0.1% | +18.7% | -18.6% | -1.9% |
| 3M | +3.8% | +18.1% | -14.3% | +1.9% |
| 6M | -13.5% | -1.1% | -12.4% | -13.4% |
| YTD | -17.7% | -19.8% | +2.1% | -15.5% |
| 1Y | -25.6% | -34.3% | +8.7% | -21.9% |
| 3Y | -12.1% | -8.2% | -3.9% | -11.2% |
| 5Y | -33.8% | -25.4% | -8.4% | -31.7% |
| 10Y | +45.1% | +115.6% | -70.4% | +35.3% |
| All | +6,459.5% | +12,593.6% | -6,134.1% | +4,042.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling