+125.6%
EMB vs TYL
+2,796.2%
-2,670.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.7% |
| 7D | -0.3% | +15.1% | -15.4% | -1.5% |
| 30D | +1.1% | +30.1% | -28.9% | -1.1% |
| 3M | -2.9% | +40.4% | -43.3% | -5.7% |
| 6M | -2.1% | +31.3% | -33.3% | -4.5% |
| YTD | -1.1% | -5.2% | +4.1% | -1.2% |
| 1Y | +0.3% | -6.6% | +6.9% | +0.3% |
| 3Y | +27.7% | +3.4% | +24.3% | +26.0% |
| 5Y | +6.0% | -19.3% | +25.2% | +5.3% |
| 10Y | +29.1% | +178.1% | -149.0% | +18.4% |
| All | +125.6% | +2,796.2% | -2,670.6% | +81.1% |
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