-14.6%
EW vs TYL
-21.3%
+6.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.6% | +2.0% |
| 7D | +11.0% | +6.7% | +4.3% | +9.0% |
| 30D | +19.1% | +26.5% | -7.5% | +11.0% |
| 3M | +14.4% | +37.3% | -22.9% | +3.6% |
| 6M | +22.8% | +31.2% | -8.4% | +12.0% |
| YTD | +19.8% | -7.4% | +27.2% | +21.1% |
| 1Y | +23.9% | -9.6% | +33.5% | +26.3% |
| 3Y | +52.2% | +1.9% | +50.3% | +36.6% |
| All | -14.6% | -21.3% | +6.8% | -14.8% |
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