+181.7%
EQX vs TYL
+131.2%
+50.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -10.5% | +0.8% | -11.3% | -10.7% |
| 30D | +0.2% | +21.1% | -20.9% | -3.5% |
| 3M | -7.9% | +28.9% | -36.8% | -12.7% |
| 6M | -28.6% | +42.0% | -70.6% | -34.2% |
| YTD | -26.3% | -6.6% | -19.7% | -25.8% |
| 1Y | -20.2% | -9.1% | -11.2% | -19.3% |
| 3Y | +131.1% | +1.8% | +129.2% | +122.3% |
| 5Y | +21.7% | -22.9% | +44.6% | +15.7% |
| All | +181.7% | +131.2% | +50.5% | +285.2% |
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