+116.4%
EWT vs TYL
-22.8%
+139.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.6% | +7.7% | +7.3% |
| 7D | -5.0% | +3.5% | -8.5% | -5.5% |
| 30D | -16.3% | +26.9% | -43.2% | -19.5% |
| 3M | -7.2% | +33.8% | -41.1% | -11.8% |
| 6M | -0.5% | +28.8% | -29.3% | -5.4% |
| YTD | +50.6% | -7.9% | +58.4% | +54.7% |
| 1Y | +54.8% | -9.8% | +64.6% | +59.9% |
| 3Y | +155.5% | +1.2% | +154.3% | +150.0% |
| 5Y | +116.4% | -22.8% | +139.2% | +119.6% |
| All | +116.4% | -22.8% | +139.2% | +119.6% |
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