-25.6%
ELAN vs TYL
+75.8%
-101.4%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +0.9% | +1.0% |
| 7D | +4.0% | +0.8% | +3.2% | +3.7% |
| 30D | +18.8% | +21.1% | -2.4% | +11.1% |
| 3M | +19.0% | +28.9% | -9.9% | +8.4% |
| 6M | +22.8% | +42.0% | -19.2% | +6.7% |
| YTD | +18.3% | -6.6% | +24.9% | +18.7% |
| 1Y | +21.8% | -9.1% | +30.9% | +23.4% |
| 3Y | +153.8% | +1.8% | +152.0% | +137.4% |
| 5Y | -18.9% | -22.9% | +4.0% | -18.2% |
| All | -25.6% | +75.8% | -101.4% | -47.0% |
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