-35.6%
ELAN vs TYL
+39.6%
-75.2%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.2% |
| 7D | -5.4% | -7.5% | +2.1% | -2.9% |
| 30D | +4.7% | +6.0% | -1.3% | +2.4% |
| 3M | -3.7% | +13.9% | -17.6% | -8.9% |
| 6M | -1.2% | -3.3% | +2.2% | -1.9% |
| YTD | +2.4% | -25.8% | +28.2% | +11.6% |
| 1Y | +23.4% | -39.2% | +62.6% | +45.3% |
| 3Y | +96.7% | -13.2% | +109.8% | +93.3% |
| 5Y | -30.6% | -28.6% | -2.0% | -28.5% |
| All | -35.6% | +39.6% | -75.2% | -50.2% |
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 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