+88.2%
EMR vs TYL
-22.1%
+110.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | +2.7% | -1.6% | +4.2% | +3.0% |
| 30D | +2.1% | +22.1% | -20.0% | -2.7% |
| 3M | +2.3% | +33.4% | -31.1% | -5.1% |
| 6M | +22.5% | +36.8% | -14.3% | +11.9% |
| YTD | +27.2% | -6.7% | +33.9% | +28.9% |
| 1Y | +28.0% | -9.2% | +37.2% | +30.9% |
| 3Y | +103.4% | +1.2% | +102.3% | +98.7% |
| 5Y | +88.2% | -23.0% | +111.2% | +92.3% |
| All | +88.2% | -22.1% | +110.3% | +92.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling