+311.3%
EMR vs TYL
+168.7%
+142.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | +0.4% |
| 7D | -1.6% | +6.7% | -8.2% | -3.2% |
| 30D | +2.0% | +26.5% | -24.6% | -4.3% |
| 3M | +3.8% | +37.3% | -33.5% | -5.1% |
| 6M | +10.5% | +31.2% | -20.6% | +1.3% |
| YTD | +23.7% | -7.4% | +31.1% | +24.3% |
| 1Y | +25.4% | -9.6% | +35.0% | +26.8% |
| 3Y | +86.6% | +1.9% | +84.7% | +80.0% |
| 5Y | +83.0% | -21.1% | +104.1% | +85.0% |
| All | +311.3% | +168.7% | +142.7% | +182.8% |
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