+91.3%
EWT vs TYL
-37.9%
+129.2%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.5% | +3.9% | -1.2% |
| 7D | +1.6% | -7.6% | +9.2% | +0.5% |
| 30D | +8.2% | +11.3% | -3.1% | +10.0% |
| 3M | +11.1% | +14.5% | -3.4% | +13.9% |
| 6M | +60.4% | -7.1% | +67.6% | +64.9% |
| YTD | +75.6% | -23.4% | +98.9% | +80.8% |
| 1Y | +91.3% | -38.6% | +129.9% | +92.3% |
| All | +91.3% | -37.9% | +129.2% | +92.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling