+11,329.0%
ENB vs TYL
+14,906.9%
-3,577.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.1% | -1.5% |
| 7D | -2.4% | +15.1% | -17.4% | -3.3% |
| 30D | +3.4% | +30.1% | -26.7% | +1.6% |
| 3M | -6.1% | +40.4% | -46.5% | -8.3% |
| 6M | -10.0% | +31.3% | -41.3% | -11.9% |
| YTD | +4.7% | -5.2% | +9.8% | +4.4% |
| 1Y | +7.5% | -6.6% | +14.1% | +7.3% |
| 3Y | +69.1% | +3.4% | +65.7% | +67.2% |
| 5Y | +50.4% | -19.3% | +69.7% | +50.0% |
| 10Y | +108.0% | +178.1% | -70.2% | +92.4% |
| All | +11,329.0% | +14,906.9% | -3,577.9% | +8,286.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling