+69.4%
ENB vs TYL
-29.1%
+98.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.5% |
| 7D | -0.3% | -8.6% | +8.3% | +0.7% |
| 30D | -1.1% | +7.5% | -8.6% | -2.0% |
| 3M | -8.5% | +10.9% | -19.4% | -9.9% |
| 6M | -4.5% | -6.7% | +2.2% | -4.0% |
| YTD | +9.1% | -24.5% | +33.6% | +12.8% |
| 1Y | +8.0% | -38.6% | +46.6% | +15.5% |
| 3Y | +77.8% | -12.6% | +90.4% | +75.8% |
| 5Y | +69.4% | -28.2% | +97.6% | +60.2% |
| All | +69.4% | -29.1% | +98.5% | +60.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling