+125.6%
EMB vs TYL
+2,730.1%
-2,604.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.2% |
| 7D | -0.1% | +6.7% | -6.8% | -0.6% |
| 30D | +1.3% | +26.5% | -25.2% | -0.7% |
| 3M | -2.7% | +37.3% | -40.0% | -5.3% |
| 6M | -2.8% | +31.2% | -34.0% | -5.3% |
| YTD | -1.1% | -7.4% | +6.2% | -1.0% |
| 1Y | 0.0% | -9.6% | +9.5% | +0.2% |
| 3Y | +28.8% | +1.9% | +26.9% | +27.2% |
| 5Y | +6.0% | -21.1% | +27.1% | +5.5% |
| 10Y | +29.1% | +171.8% | -142.7% | +18.6% |
| All | +125.6% | +2,730.1% | -2,604.6% | +81.4% |
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