+153.0%
EWT vs TYL
-25.2%
+178.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.0% | +5.9% | +2.5% |
| 7D | +4.0% | -3.7% | +7.6% | +4.6% |
| 30D | +10.3% | +18.7% | -8.4% | +6.9% |
| 3M | +6.1% | +18.1% | -12.1% | +2.2% |
| 6M | +56.6% | -1.1% | +57.8% | +56.6% |
| YTD | +76.6% | -19.8% | +96.4% | +85.8% |
| 1Y | +97.9% | -34.3% | +132.2% | +120.1% |
| 3Y | +198.0% | -8.2% | +206.2% | +194.1% |
| All | +153.0% | -25.2% | +178.2% | +150.9% |
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