+131.1%
EQX vs TYL
+1.3%
+129.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -10.5% | +0.8% | -11.3% | -10.5% |
| 30D | +0.2% | +21.1% | -20.9% | -0.8% |
| 3M | -7.9% | +28.9% | -36.8% | -9.2% |
| 6M | -28.6% | +42.0% | -70.6% | -30.4% |
| YTD | -26.3% | -6.6% | -19.7% | -24.6% |
| 1Y | -20.2% | -9.1% | -11.2% | -18.3% |
| 3Y | +131.1% | +1.8% | +129.2% | +126.1% |
| All | +131.1% | +1.3% | +129.7% | +126.1% |
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