+24.7%
ELAN vs TYL
-39.8%
+64.5%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.1% | -0.8% | -2.9% |
| 7D | -6.4% | -11.5% | +5.2% | -6.4% |
| 30D | +0.6% | +3.9% | -3.3% | +0.5% |
| 3M | 0.0% | +10.8% | -10.8% | 0.0% |
| 6M | -3.4% | -5.3% | +1.9% | -2.3% |
| YTD | +1.0% | -26.1% | +27.1% | +3.6% |
| 1Y | +24.7% | -38.5% | +63.3% | +26.4% |
| All | +24.7% | -39.8% | +64.5% | +26.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling