+13.5%
EQX vs TYL
-39.1%
+52.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.3% | +1.6% |
| 7D | -3.2% | -7.5% | +4.3% | -2.9% |
| 30D | +7.8% | +6.0% | +1.8% | +7.6% |
| 3M | +21.3% | +13.9% | +7.4% | +20.5% |
| 6M | -22.4% | -3.3% | -19.1% | -21.5% |
| YTD | -11.3% | -25.8% | +14.5% | -6.4% |
| 1Y | +13.5% | -39.2% | +52.7% | +30.3% |
| All | +13.5% | -39.1% | +52.6% | +30.3% |
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