+22.7%
EIX vs TYL
-25.2%
+47.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.0% | +4.9% | +1.4% |
| 7D | -19.1% | -3.7% | -15.4% | -18.7% |
| 30D | -16.9% | +18.7% | -35.6% | -18.7% |
| 3M | -20.0% | +18.1% | -38.1% | -21.8% |
| 6M | -21.3% | -1.1% | -20.2% | -21.4% |
| YTD | -1.7% | -19.8% | +18.1% | +1.3% |
| 1Y | +9.6% | -34.3% | +43.9% | +16.8% |
| 3Y | -3.7% | -8.2% | +4.6% | -4.3% |
| All | +22.7% | -25.2% | +47.8% | +18.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling