+33.2%
ELV vs TYL
-37.9%
+71.1%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.5% | +3.1% | -1.2% |
| 7D | -0.3% | -7.6% | +7.3% | 0.0% |
| 30D | +2.0% | +11.3% | -9.4% | +1.7% |
| 3M | -3.5% | +14.5% | -18.0% | -3.9% |
| 6M | +40.2% | -7.1% | +47.3% | +40.0% |
| YTD | +15.8% | -23.4% | +39.2% | +19.4% |
| 1Y | +33.2% | -38.6% | +71.7% | +37.7% |
| All | +33.2% | -37.9% | +71.1% | +37.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling