+129.5%
EW vs TYL
+116.1%
+13.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.0% | +4.2% | +1.6% |
| 7D | -0.3% | -3.7% | +3.3% | +1.0% |
| 30D | +1.0% | +18.7% | -17.7% | -5.5% |
| 3M | +2.8% | +18.1% | -15.3% | -4.3% |
| 6M | +5.5% | -1.1% | +6.6% | +4.4% |
| YTD | +5.5% | -19.8% | +25.3% | +12.1% |
| 1Y | +11.0% | -34.3% | +45.4% | +27.9% |
| 3Y | +17.7% | -8.2% | +25.9% | +9.3% |
| 5Y | -25.7% | -25.4% | -0.3% | -25.5% |
| All | +129.5% | +116.1% | +13.3% | +38.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling