+32.2%
EIX vs TYL
+174.6%
-142.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.4% |
| 7D | +0.7% | +3.5% | -2.8% | +0.1% |
| 30D | +8.8% | +26.9% | -18.1% | +4.4% |
| 3M | -10.9% | +33.8% | -44.8% | -15.3% |
| 6M | -10.3% | +28.8% | -39.1% | -14.6% |
| YTD | +5.8% | -7.9% | +13.7% | +6.5% |
| 1Y | +11.4% | -9.8% | +21.1% | +12.5% |
| 3Y | +11.1% | +1.2% | +9.9% | +8.2% |
| 5Y | +18.5% | -22.8% | +41.3% | +19.1% |
| 10Y | +32.2% | +168.8% | -136.6% | +5.6% |
| All | +32.2% | +174.6% | -142.3% | +5.6% |
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