+314.5%
ELF vs TYL
+148.1%
+166.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.7% | -5.0% | -4.0% |
| 7D | -2.7% | +15.1% | -17.8% | -8.0% |
| 30D | +6.9% | +30.1% | -23.2% | -3.9% |
| 3M | +27.2% | +40.4% | -13.2% | +10.5% |
| 6M | +84.9% | +31.3% | +53.6% | +63.3% |
| YTD | +44.5% | -5.2% | +49.7% | +43.5% |
| 1Y | -6.8% | -6.6% | -0.2% | -7.1% |
| 3Y | +14.2% | +3.4% | +10.9% | +5.6% |
| 5Y | +250.6% | -19.3% | +269.9% | +252.5% |
| 10Y | +318.0% | +178.1% | +139.9% | +172.1% |
| All | +314.5% | +148.1% | +166.5% | +189.4% |
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