+82.5%
EQX vs TYL
-29.1%
+111.7%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.1% | +2.0% |
| 7D | +1.7% | -8.6% | +10.3% | +4.0% |
| 30D | +11.1% | +7.5% | +3.5% | +8.9% |
| 3M | +23.1% | +10.9% | +12.2% | +19.0% |
| 6M | -21.8% | -6.7% | -15.1% | -21.2% |
| YTD | -8.1% | -24.5% | +16.4% | -1.5% |
| 1Y | +29.7% | -38.6% | +68.3% | +48.3% |
| 3Y | +179.9% | -12.6% | +192.5% | +169.1% |
| 5Y | +82.5% | -28.2% | +110.7% | +77.3% |
| All | +82.5% | -29.1% | +111.7% | +77.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling