+7,232.4%
EW vs TYL
+7,225.4%
+6.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +1.2% |
| 7D | +6.8% | +15.1% | -8.3% | +4.3% |
| 30D | +16.6% | +30.1% | -13.5% | +11.6% |
| 3M | +13.3% | +40.4% | -27.1% | +6.9% |
| 6M | +21.6% | +31.3% | -9.7% | +15.6% |
| YTD | +18.3% | -5.2% | +23.5% | +17.8% |
| 1Y | +21.7% | -6.6% | +28.3% | +21.5% |
| 3Y | +50.3% | +3.4% | +46.9% | +45.2% |
| 5Y | -15.0% | -19.3% | +4.2% | -15.2% |
| 10Y | +237.5% | +178.1% | +59.3% | +184.5% |
| All | +7,232.4% | +7,225.4% | +6.9% | +4,161.4% |
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 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