+301.5%
EMR vs TYL
+174.6%
+126.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.6% | +5.0% | +4.6% |
| 7D | +2.1% | +3.5% | -1.4% | +1.2% |
| 30D | +4.8% | +26.9% | -22.1% | -1.7% |
| 3M | +7.5% | +33.8% | -26.4% | -1.1% |
| 6M | +20.9% | +28.8% | -8.0% | +11.4% |
| YTD | +29.2% | -7.9% | +37.1% | +29.9% |
| 1Y | +33.0% | -9.8% | +42.7% | +34.5% |
| 3Y | +109.8% | +1.2% | +108.6% | +102.7% |
| 5Y | +91.9% | -22.8% | +114.8% | +95.2% |
| 10Y | +301.5% | +168.8% | +132.7% | +177.3% |
| All | +301.5% | +174.6% | +126.9% | +177.3% |
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