+100.2%
ENB vs TYL
+169.5%
-69.3%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | -0.1% | +0.6% |
| 7D | -2.4% | +4.3% | -6.7% | -3.2% |
| 30D | +2.5% | +28.0% | -25.5% | -2.3% |
| 3M | -5.8% | +32.3% | -38.1% | -11.0% |
| 6M | -8.5% | +29.9% | -38.4% | -13.7% |
| YTD | +3.9% | -7.1% | +11.0% | +4.3% |
| 1Y | +3.7% | -9.2% | +12.9% | +4.6% |
| 3Y | +70.1% | +0.7% | +69.4% | +63.9% |
| 5Y | +53.2% | -21.1% | +74.3% | +53.4% |
| 10Y | +100.2% | +180.8% | -80.6% | +41.3% |
| All | +100.2% | +169.5% | -69.3% | +41.3% |
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 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