+33.8%
EQX vs TYL
-21.6%
+55.3%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.8% | -7.9% | -7.3% |
| 7D | +12.3% | +4.3% | +8.0% | +11.2% |
| 30D | -1.7% | +28.0% | -29.6% | -7.5% |
| 3M | -2.9% | +32.3% | -35.2% | -9.8% |
| 6M | -21.2% | +29.9% | -51.1% | -27.1% |
| YTD | -19.7% | -7.1% | -12.6% | -18.3% |
| 1Y | -7.6% | -9.2% | +1.6% | -5.5% |
| 3Y | +147.3% | +0.7% | +146.6% | +132.4% |
| All | +33.8% | -21.6% | +55.3% | +24.2% |
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