+272.8%
ELV vs TYL
+174.6%
+98.3%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.2% | -1.6% |
| 7D | +1.1% | +3.5% | -2.4% | +0.4% |
| 30D | +1.3% | +26.9% | -25.5% | -3.7% |
| 3M | +6.6% | +33.8% | -27.3% | -0.1% |
| 6M | +11.6% | +28.8% | -17.3% | +4.9% |
| YTD | +21.1% | -7.9% | +28.9% | +21.9% |
| 1Y | +34.2% | -9.8% | +44.0% | +35.8% |
| 3Y | -2.9% | +1.2% | -4.1% | -6.8% |
| 5Y | +4.6% | -22.8% | +27.4% | +7.3% |
| 10Y | +272.8% | +168.8% | +104.0% | +151.5% |
| All | +272.8% | +174.6% | +98.3% | +151.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling