+28.0%
EIX vs TYL
+168.7%
-140.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.3% | -0.2% | -2.1% |
| 7D | +1.0% | +6.7% | -5.7% | -0.1% |
| 30D | +9.1% | +26.5% | -17.4% | +4.8% |
| 3M | -10.2% | +37.3% | -47.5% | -15.0% |
| 6M | -11.2% | +31.2% | -42.4% | -15.7% |
| YTD | +4.5% | -7.4% | +11.8% | +5.0% |
| 1Y | +10.9% | -9.6% | +20.4% | +11.9% |
| 3Y | +8.4% | +1.9% | +6.5% | +5.5% |
| 5Y | +18.0% | -21.1% | +39.1% | +18.0% |
| All | +28.0% | +168.7% | -140.7% | +2.1% |
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