+95.7%
ENB vs TYL
+168.7%
-73.0%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.3% | -0.3% | -2.1% |
| 7D | -5.2% | +6.7% | -11.9% | -6.4% |
| 30D | +2.2% | +26.5% | -24.4% | -2.4% |
| 3M | -8.1% | +37.3% | -45.3% | -13.7% |
| 6M | -11.2% | +31.2% | -42.3% | -16.4% |
| YTD | +2.0% | -7.4% | +9.4% | +2.4% |
| 1Y | +4.1% | -9.6% | +13.6% | +5.0% |
| 3Y | +64.7% | +1.9% | +62.8% | +58.3% |
| 5Y | +46.6% | -21.1% | +67.7% | +46.8% |
| All | +95.7% | +168.7% | -73.0% | +40.0% |
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