-25.7%
ELAN vs TYL
+74.8%
-100.5%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.6% |
| 7D | +8.9% | +4.3% | +4.6% | +7.3% |
| 30D | +16.8% | +28.0% | -11.2% | +7.2% |
| 3M | +20.1% | +32.3% | -12.2% | +8.4% |
| 6M | +13.2% | +29.9% | -16.8% | +1.6% |
| YTD | +18.3% | -7.1% | +25.4% | +18.9% |
| 1Y | +20.2% | -9.2% | +29.4% | +21.8% |
| 3Y | +150.6% | +0.7% | +149.9% | +135.4% |
| 5Y | -18.9% | -21.1% | +2.2% | -19.0% |
| All | -25.7% | +74.8% | -100.5% | -46.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling