+58.1%
EQT vs TYL
+183.6%
-125.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.7% | +0.8% |
| 7D | +6.9% | +0.8% | +6.1% | +6.8% |
| 30D | +0.4% | +21.1% | -20.7% | -2.7% |
| 3M | -2.0% | +28.9% | -31.0% | -6.2% |
| 6M | -5.0% | +42.0% | -47.0% | -10.9% |
| YTD | -0.3% | -6.6% | +6.3% | 0.0% |
| 1Y | -11.3% | -9.1% | -2.2% | -10.6% |
| 3Y | +38.3% | +1.8% | +36.5% | +35.3% |
| 5Y | +166.4% | -22.9% | +189.3% | +161.9% |
| All | +58.1% | +183.6% | -125.5% | +24.3% |
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