-18.3%
ELAN vs TYL
-21.6%
+3.3%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.5% |
| 7D | +8.9% | +4.3% | +4.6% | +7.4% |
| 30D | +16.8% | +28.0% | -11.2% | +7.9% |
| 3M | +20.1% | +32.3% | -12.2% | +9.3% |
| 6M | +13.2% | +29.9% | -16.8% | +2.5% |
| YTD | +18.3% | -7.1% | +25.4% | +20.4% |
| 1Y | +20.2% | -9.2% | +29.4% | +23.4% |
| 3Y | +150.6% | +0.7% | +149.9% | +135.1% |
| All | -18.3% | -21.6% | +3.3% | -19.5% |
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