+21.8%
ELAN vs TYL
-8.8%
+30.6%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +0.9% | +1.1% |
| 7D | +4.0% | +0.8% | +3.2% | +4.0% |
| 30D | +18.8% | +21.1% | -2.4% | +18.5% |
| 3M | +19.0% | +28.9% | -9.9% | +18.8% |
| 6M | +22.8% | +42.0% | -19.2% | +22.5% |
| YTD | +18.3% | -6.6% | +24.9% | +23.4% |
| 1Y | +21.8% | -9.1% | +30.9% | +27.4% |
| All | +21.8% | -8.8% | +30.6% | +27.4% |
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