+230.3%
EQX vs TYL
+128.0%
+102.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.6% | +5.5% | +5.1% |
| 7D | +19.9% | +3.5% | +16.4% | +19.2% |
| 30D | +5.9% | +26.9% | -21.0% | +1.0% |
| 3M | +4.6% | +33.8% | -29.2% | -1.6% |
| 6M | -15.1% | +28.8% | -44.0% | -20.1% |
| YTD | -13.5% | -7.9% | -5.7% | -12.7% |
| 1Y | +3.7% | -9.8% | +13.4% | +5.0% |
| 3Y | +164.5% | +1.2% | +163.3% | +154.6% |
| 5Y | +53.3% | -22.8% | +76.1% | +46.0% |
| All | +230.3% | +128.0% | +102.4% | +352.9% |
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