+250.0%
EQX vs TYL
+98.5%
+151.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.0% | +1.7% | -1.6% |
| 7D | -1.4% | -3.7% | +2.3% | -0.7% |
| 30D | +24.4% | +18.7% | +5.6% | +20.1% |
| 3M | +11.6% | +18.1% | -6.5% | +7.2% |
| 6M | -25.0% | -1.1% | -23.9% | -25.4% |
| YTD | -8.4% | -19.8% | +11.4% | -4.8% |
| 1Y | +43.4% | -34.3% | +77.7% | +56.0% |
| 3Y | +162.0% | -8.2% | +170.2% | +156.1% |
| 5Y | +70.1% | -25.4% | +95.6% | +65.4% |
| All | +250.0% | +98.5% | +151.6% | +394.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling