+18.4%
EMR vs TYL
+31.6%
-13.2%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.7% | -6.3% | -4.4% |
| 7D | -4.8% | +15.1% | -19.9% | -2.8% |
| 30D | +0.7% | +30.1% | -29.3% | +4.4% |
| 3M | +0.4% | +40.4% | -40.0% | +5.5% |
| 6M | +18.4% | +31.3% | -12.9% | +22.6% |
| All | +18.4% | +31.6% | -13.2% | +22.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling