+49.5%
EQT vs TYL
+100.8%
-51.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +0.9% |
| 7D | -1.2% | -11.5% | +10.4% | +0.8% |
| 30D | +1.1% | +3.9% | -2.8% | +0.4% |
| 3M | +4.8% | +10.8% | -6.0% | +2.6% |
| 6M | -10.6% | -5.3% | -5.3% | -10.3% |
| YTD | +3.4% | -26.1% | +29.5% | +7.9% |
| 1Y | +8.7% | -38.5% | +47.2% | +17.3% |
| 3Y | +35.0% | -14.5% | +49.4% | +35.6% |
| 5Y | +204.2% | -28.9% | +233.1% | +206.0% |
| All | +49.5% | +100.8% | -51.2% | +26.2% |
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 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