+8.0%
ELF vs TYL
+5.0%
+3.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.7% | -5.0% | -3.7% |
| 7D | -2.7% | +15.1% | -17.8% | -5.7% |
| 30D | +6.9% | +30.1% | -23.2% | +0.8% |
| 3M | +27.2% | +40.4% | -13.2% | +17.7% |
| 6M | +84.9% | +31.3% | +53.6% | +72.6% |
| YTD | +44.5% | -5.2% | +49.7% | +43.6% |
| 1Y | -6.8% | -6.6% | -0.2% | -7.1% |
| All | +8.0% | +5.0% | +3.1% | +1.1% |
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