+131.7%
EMB vs TYL
+2,349.7%
-2,218.0%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.0% | +4.0% | +0.3% |
| 7D | 0.0% | -3.7% | +3.7% | +0.3% |
| 30D | -0.3% | +18.7% | -19.0% | -1.7% |
| 3M | -0.4% | +18.1% | -18.6% | -2.0% |
| 6M | +0.1% | -1.1% | +1.2% | -0.1% |
| YTD | +1.6% | -19.8% | +21.4% | +3.0% |
| 1Y | +5.6% | -34.3% | +39.9% | +8.8% |
| 3Y | +29.8% | -8.2% | +38.1% | +29.3% |
| 5Y | +7.3% | -25.4% | +32.7% | +7.5% |
| 10Y | +30.4% | +115.6% | -85.1% | +21.9% |
| All | +131.7% | +2,349.7% | -2,218.0% | +88.7% |
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