+3,045.3%
EQT vs TYL
+12,593.6%
-9,548.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.0% | +3.2% | -0.5% |
| 7D | +1.1% | -3.7% | +4.8% | +1.4% |
| 30D | +7.7% | +18.7% | -11.0% | +6.2% |
| 3M | +0.2% | +18.1% | -17.9% | -1.4% |
| 6M | -9.5% | -1.1% | -8.4% | -9.7% |
| YTD | +3.8% | -19.8% | +23.6% | +5.0% |
| 1Y | +7.8% | -34.3% | +42.1% | +10.7% |
| 3Y | +30.1% | -8.2% | +38.4% | +29.8% |
| 5Y | +188.6% | -25.4% | +214.0% | +190.7% |
| 10Y | +54.6% | +115.6% | -61.0% | +42.4% |
| All | +3,045.3% | +12,593.6% | -9,548.3% | +2,161.4% |
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