+35.3%
EMB vs TYL
+169.5%
-134.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.7% |
| 7D | +0.5% | +4.3% | -3.8% | 0.0% |
| 30D | +0.9% | +28.0% | -27.1% | -1.9% |
| 3M | -2.1% | +32.3% | -34.4% | -5.4% |
| 6M | -2.2% | +29.9% | -32.1% | -5.5% |
| YTD | -0.6% | -7.1% | +6.5% | -0.2% |
| 1Y | +0.2% | -9.2% | +9.4% | +0.9% |
| 3Y | +29.5% | +0.7% | +28.8% | +27.2% |
| 5Y | +8.0% | -21.1% | +29.0% | +7.4% |
| 10Y | +35.3% | +180.8% | -145.5% | +19.3% |
| All | +35.3% | +169.5% | -134.2% | +19.3% |
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