+64.6%
EMR vs TYL
-8.1%
+72.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.0% | +5.8% | +2.5% |
| 7D | -1.5% | -3.7% | +2.2% | -0.9% |
| 30D | -5.6% | +18.7% | -24.4% | -8.7% |
| 3M | +7.9% | +18.1% | -10.2% | +4.0% |
| 6M | +6.0% | -1.1% | +7.1% | +6.6% |
| YTD | +16.4% | -19.8% | +36.3% | +23.8% |
| 1Y | +16.6% | -34.3% | +50.9% | +32.4% |
| All | +64.6% | -8.1% | +72.7% | +67.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling