+7.3%
ELV vs TYL
-21.3%
+28.7%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.8% | -1.2% |
| 7D | +1.3% | +6.7% | -5.3% | +0.6% |
| 30D | +5.3% | +26.5% | -21.3% | +2.5% |
| 3M | +9.2% | +37.3% | -28.1% | +5.3% |
| 6M | +14.5% | +31.2% | -16.6% | +10.7% |
| YTD | +23.2% | -7.4% | +30.5% | +24.0% |
| 1Y | +38.0% | -9.6% | +47.6% | +39.4% |
| 3Y | -1.5% | +1.9% | -3.4% | -3.5% |
| All | +7.3% | -21.3% | +28.7% | +9.8% |
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