-18.0%
ELF vs TYL
-34.2%
+16.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.0% | +6.1% | +2.7% |
| 7D | +5.4% | -3.7% | +9.0% | +5.9% |
| 30D | +27.0% | +18.7% | +8.2% | +23.3% |
| 3M | +113.2% | +18.1% | +95.1% | +105.9% |
| 6M | +36.6% | -1.1% | +37.7% | +35.0% |
| YTD | +44.2% | -19.8% | +64.0% | +38.9% |
| 1Y | -18.0% | -34.3% | +16.3% | -18.8% |
| All | -18.0% | -34.2% | +16.2% | -18.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling