+9.4%
ENB vs TYL
-10.1%
+19.5%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.7% | -5.0% | -0.3% |
| 7D | +0.5% | +17.3% | -16.8% | +0.6% |
| 30D | +6.0% | +28.9% | -22.9% | +6.2% |
| 3M | -7.4% | +35.1% | -42.5% | -7.0% |
| 6M | -8.5% | +29.3% | -37.8% | -8.1% |
| YTD | +6.1% | -6.8% | +12.9% | +4.1% |
| 1Y | +9.4% | -9.9% | +19.3% | +7.9% |
| All | +9.4% | -10.1% | +19.5% | +7.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling