+106.8%
ELAN vs TYL
-10.9%
+117.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.5% | +2.3% | -1.5% |
| 7D | +0.3% | -7.6% | +7.9% | +1.4% |
| 30D | +8.4% | +11.3% | -3.0% | +6.4% |
| 3M | +1.2% | +14.5% | -13.3% | -1.3% |
| 6M | +2.6% | -7.1% | +9.8% | +4.3% |
| YTD | +5.9% | -23.4% | +29.3% | +13.1% |
| 1Y | +25.8% | -38.6% | +64.4% | +43.7% |
| 3Y | +106.8% | -11.3% | +118.1% | +94.8% |
| All | +106.8% | -10.9% | +117.7% | +94.8% |
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