+11,799.4%
ENB vs TYL
+12,593.6%
-794.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.0% | +3.2% | -0.6% |
| 7D | -0.2% | -3.7% | +3.5% | 0.0% |
| 30D | -2.2% | +18.7% | -21.0% | -3.4% |
| 3M | -10.5% | +18.1% | -28.6% | -11.6% |
| 6M | -5.1% | -1.1% | -3.9% | -5.3% |
| YTD | +9.0% | -19.8% | +28.8% | +10.0% |
| 1Y | +8.2% | -34.3% | +42.5% | +10.6% |
| 3Y | +67.8% | -8.2% | +76.0% | +67.2% |
| 5Y | +69.4% | -25.4% | +94.8% | +70.0% |
| 10Y | +117.5% | +115.6% | +1.9% | +104.5% |
| All | +11,799.4% | +12,593.6% | -794.3% | +8,733.7% |
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