+2,419.4%
ELV vs TYL
+11,100.9%
-8,681.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.0% | +2.3% | -0.9% |
| 7D | +3.3% | -3.7% | +7.0% | +4.1% |
| 30D | +4.2% | +18.7% | -14.6% | +0.5% |
| 3M | -0.1% | +18.1% | -18.2% | -3.9% |
| 6M | +41.3% | -1.1% | +42.4% | +40.3% |
| YTD | +17.4% | -19.8% | +37.2% | +21.1% |
| 1Y | +35.1% | -34.3% | +69.4% | +44.9% |
| 3Y | -3.2% | -8.2% | +5.0% | -4.7% |
| 5Y | +15.6% | -25.4% | +41.0% | +16.4% |
| 10Y | +276.8% | +115.6% | +161.2% | +196.7% |
| All | +2,419.4% | +11,100.9% | -8,681.6% | +875.8% |
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 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