+35.4%
EIX vs TYL
+183.3%
-147.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | -1.5% | -1.6% | +0.1% | -1.2% |
| 30D | +8.1% | +22.1% | -14.0% | +4.5% |
| 3M | -12.1% | +33.4% | -45.5% | -16.4% |
| 6M | -13.4% | +36.8% | -50.2% | -18.3% |
| YTD | +5.6% | -6.7% | +12.3% | +6.0% |
| 1Y | +7.8% | -9.2% | +17.1% | +8.8% |
| 3Y | +9.8% | +1.2% | +8.7% | +7.0% |
| 5Y | +18.8% | -23.0% | +41.9% | +19.6% |
| All | +35.4% | +183.3% | -147.8% | +7.9% |
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