+4,298.5%
EMR vs TYL
+14,603.2%
-10,304.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.2% |
| 7D | +0.7% | +4.3% | -3.6% | +0.3% |
| 30D | +3.5% | +28.0% | -24.4% | +1.0% |
| 3M | +5.9% | +32.3% | -26.4% | +2.8% |
| 6M | +19.4% | +29.9% | -10.5% | +15.8% |
| YTD | +27.7% | -7.1% | +34.8% | +27.4% |
| 1Y | +30.9% | -9.2% | +40.1% | +30.9% |
| 3Y | +104.2% | +0.7% | +103.5% | +101.8% |
| 5Y | +89.6% | -21.1% | +110.7% | +90.3% |
| 10Y | +280.0% | +180.8% | +99.2% | +240.3% |
| All | +4,298.5% | +14,603.2% | -10,304.7% | +2,776.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling