+275.1%
ELF vs TYL
-21.3%
+296.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.3% | +8.0% | +6.5% |
| 7D | +4.0% | +6.7% | -2.7% | +1.5% |
| 30D | +10.6% | +26.5% | -16.0% | +1.3% |
| 3M | +25.8% | +37.3% | -11.5% | +11.4% |
| 6M | +89.1% | +31.2% | +57.9% | +68.6% |
| YTD | +52.7% | -7.4% | +60.1% | +53.9% |
| 1Y | +51.7% | -9.6% | +61.3% | +54.3% |
| 3Y | +14.2% | +1.9% | +12.3% | +5.6% |
| All | +275.1% | -21.3% | +296.4% | +289.3% |
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