+520.8%
EWT vs TYL
+102.8%
+418.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.5% |
| 7D | +2.1% | -8.6% | +10.7% | +4.1% |
| 30D | +9.4% | +7.5% | +1.8% | +7.4% |
| 3M | +10.9% | +10.9% | -0.1% | +7.1% |
| 6M | +57.9% | -6.7% | +64.7% | +58.7% |
| YTD | +75.9% | -24.5% | +100.4% | +86.2% |
| 1Y | +89.7% | -38.6% | +128.3% | +113.0% |
| 3Y | +200.9% | -12.6% | +213.5% | +198.1% |
| 5Y | +154.5% | -28.2% | +182.7% | +160.5% |
| 10Y | +520.8% | +104.0% | +416.8% | +377.1% |
| All | +520.8% | +102.8% | +418.0% | +377.1% |
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 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