-11.3%
EQT vs TYL
-8.8%
-2.5%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.7% | +0.9% |
| 7D | +6.9% | +0.8% | +6.1% | +6.9% |
| 30D | +0.4% | +21.1% | -20.7% | +0.5% |
| 3M | -2.0% | +28.9% | -31.0% | -2.0% |
| 6M | -5.0% | +42.0% | -47.0% | -4.5% |
| YTD | -0.3% | -6.6% | +6.3% | -2.1% |
| 1Y | -11.3% | -9.1% | -2.2% | -12.9% |
| All | -11.3% | -8.8% | -2.5% | -12.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling