+1,162.5%
EIX vs TYL
+14,906.9%
-13,744.4%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.1% |
| 7D | +2.5% | +15.1% | -12.6% | +1.7% |
| 30D | +14.1% | +30.1% | -16.0% | +12.3% |
| 3M | -9.4% | +40.4% | -49.8% | -11.2% |
| 6M | -9.1% | +31.3% | -40.4% | -10.7% |
| YTD | +7.1% | -5.2% | +12.3% | +6.9% |
| 1Y | +13.3% | -6.6% | +19.9% | +13.1% |
| 3Y | +10.9% | +3.4% | +7.5% | +9.9% |
| 5Y | +21.0% | -19.3% | +40.2% | +20.8% |
| 10Y | +33.6% | +178.1% | -144.5% | +24.7% |
| All | +1,162.5% | +14,906.9% | -13,744.4% | +877.2% |
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