+2,542.8%
ELV vs TYL
+12,840.3%
-10,297.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.8% | -1.0% |
| 7D | +1.3% | +6.7% | -5.3% | 0.0% |
| 30D | +5.3% | +26.5% | -21.3% | +0.3% |
| 3M | +9.2% | +37.3% | -28.1% | +2.1% |
| 6M | +14.5% | +31.2% | -16.6% | +7.4% |
| YTD | +23.2% | -7.4% | +30.5% | +23.1% |
| 1Y | +38.0% | -9.6% | +47.6% | +38.5% |
| 3Y | -1.5% | +1.9% | -3.4% | -5.1% |
| 5Y | +8.5% | -21.1% | +29.6% | +8.1% |
| 10Y | +309.5% | +171.8% | +137.7% | +207.2% |
| All | +2,542.8% | +12,840.3% | -10,297.5% | +892.0% |
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 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