+6.1%
EMB vs TYL
-21.3%
+27.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.2% |
| 7D | -0.1% | +6.7% | -6.8% | -0.8% |
| 30D | +1.3% | +26.5% | -25.2% | -1.2% |
| 3M | -2.7% | +37.3% | -40.0% | -6.1% |
| 6M | -2.8% | +31.2% | -34.0% | -6.0% |
| YTD | -1.1% | -7.4% | +6.2% | -0.2% |
| 1Y | 0.0% | -9.6% | +9.5% | +1.2% |
| 3Y | +28.8% | +1.9% | +26.9% | +26.2% |
| All | +6.1% | -21.3% | +27.4% | +4.5% |
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