+35.0%
EQT vs TYL
-12.9%
+48.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.7% |
| 7D | -2.0% | -8.6% | +6.6% | -1.1% |
| 30D | +1.0% | +7.5% | -6.5% | +0.2% |
| 3M | +4.0% | +10.9% | -6.9% | +2.7% |
| 6M | -11.7% | -6.7% | -5.0% | -11.0% |
| YTD | +2.8% | -24.5% | +27.3% | +7.5% |
| 1Y | +10.0% | -38.6% | +48.6% | +20.3% |
| All | +35.0% | -12.9% | +48.0% | +32.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling