+153.6%
ELAN vs TYL
+0.8%
+152.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.4% |
| 7D | +8.9% | +4.3% | +4.6% | +8.3% |
| 30D | +16.8% | +28.0% | -11.2% | +13.4% |
| 3M | +20.1% | +32.3% | -12.2% | +16.0% |
| 6M | +13.2% | +29.9% | -16.8% | +9.4% |
| YTD | +18.3% | -7.1% | +25.4% | +22.2% |
| 1Y | +20.2% | -9.2% | +29.4% | +24.8% |
| All | +153.6% | +0.8% | +152.9% | +167.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling