+421.4%
EWT vs TYL
+174.6%
+246.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.6% | +7.7% | +7.3% |
| 7D | -5.0% | +3.5% | -8.5% | -5.8% |
| 30D | -16.3% | +26.9% | -43.2% | -20.8% |
| 3M | -7.2% | +33.8% | -41.1% | -13.6% |
| 6M | -0.5% | +28.8% | -29.3% | -7.5% |
| YTD | +50.6% | -7.9% | +58.4% | +51.9% |
| 1Y | +54.8% | -9.8% | +64.6% | +57.0% |
| 3Y | +155.5% | +1.2% | +154.3% | +145.8% |
| 5Y | +116.4% | -22.8% | +139.2% | +119.8% |
| 10Y | +421.4% | +168.8% | +252.6% | +270.1% |
| All | +421.4% | +174.6% | +246.9% | +270.1% |
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