+96.5%
ENB vs TYL
+106.7%
-10.2%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.5% | +5.2% | +1.6% |
| 7D | -0.5% | -7.6% | +7.1% | +1.0% |
| 30D | -0.2% | +11.3% | -11.5% | -2.4% |
| 3M | -7.5% | +14.5% | -22.0% | -10.4% |
| 6M | -4.1% | -7.1% | +3.0% | -3.5% |
| YTD | +9.8% | -23.4% | +33.2% | +14.5% |
| 1Y | +8.7% | -38.6% | +47.3% | +19.1% |
| 3Y | +79.0% | -11.3% | +90.3% | +76.0% |
| 5Y | +69.1% | -28.0% | +97.0% | +70.4% |
| 10Y | +96.5% | +104.9% | -8.4% | +48.0% |
| All | +96.5% | +106.7% | -10.2% | +48.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling