+238.8%
EQX vs TYL
+83.6%
+155.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.3% | +1.6% |
| 7D | -3.2% | -7.5% | +4.3% | -1.7% |
| 30D | +7.8% | +6.0% | +1.8% | +6.4% |
| 3M | +21.3% | +13.9% | +7.4% | +17.4% |
| 6M | -22.4% | -3.3% | -19.1% | -22.7% |
| YTD | -11.3% | -25.8% | +14.5% | -6.4% |
| 1Y | +13.5% | -39.2% | +52.7% | +25.4% |
| 3Y | +162.1% | -13.2% | +175.3% | +158.7% |
| 5Y | +84.2% | -28.6% | +112.8% | +81.4% |
| All | +238.8% | +83.6% | +155.3% | +385.9% |
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 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