-31.5%
ELAN vs TYL
-30.1%
-1.4%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.1% | -0.8% | -2.3% |
| 7D | -6.4% | -11.5% | +5.2% | -2.8% |
| 30D | +0.6% | +3.9% | -3.3% | -0.9% |
| 3M | 0.0% | +10.8% | -10.8% | -4.2% |
| 6M | -3.4% | -5.3% | +1.9% | -3.1% |
| YTD | +1.0% | -26.1% | +27.1% | +10.8% |
| 1Y | +24.7% | -38.5% | +63.3% | +47.4% |
| 3Y | +97.2% | -14.5% | +111.7% | +93.0% |
| 5Y | -31.5% | -28.9% | -2.6% | -32.0% |
| All | -31.5% | -30.1% | -1.4% | -32.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling