+167.2%
EQX vs TYL
-11.6%
+178.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.5% | +3.1% | -1.0% |
| 7D | +3.8% | -7.6% | +11.4% | +4.4% |
| 30D | +9.4% | +11.3% | -1.9% | +8.5% |
| 3M | +16.8% | +14.5% | +2.3% | +15.4% |
| 6M | -23.7% | -7.1% | -16.5% | -22.7% |
| YTD | -9.6% | -23.4% | +13.8% | -6.9% |
| 1Y | +29.1% | -38.6% | +67.7% | +36.2% |
| All | +167.2% | -11.6% | +178.9% | +169.6% |
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