+259.8%
ELV vs TYL
+106.7%
+153.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.5% | +3.1% | -0.4% |
| 7D | -0.3% | -7.6% | +7.3% | +1.4% |
| 30D | +2.0% | +11.3% | -9.4% | -0.4% |
| 3M | -3.5% | +14.5% | -18.0% | -6.7% |
| 6M | +40.2% | -7.1% | +47.3% | +41.3% |
| YTD | +15.8% | -23.4% | +39.2% | +21.5% |
| 1Y | +33.2% | -38.6% | +71.7% | +47.1% |
| 3Y | -6.2% | -11.3% | +5.1% | -7.8% |
| 5Y | +16.4% | -28.0% | +44.4% | +19.1% |
| 10Y | +259.8% | +104.9% | +154.9% | +169.0% |
| All | +259.8% | +106.7% | +153.1% | +169.0% |
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