+594.1%
EWT vs TYL
+10,686.1%
-10,092.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.0% | +5.9% | +2.6% |
| 7D | +4.0% | -3.7% | +7.6% | +4.6% |
| 30D | +10.3% | +18.7% | -8.4% | +6.8% |
| 3M | +6.1% | +18.1% | -12.1% | +2.0% |
| 6M | +56.6% | -1.1% | +57.8% | +55.0% |
| YTD | +76.6% | -19.8% | +96.4% | +80.6% |
| 1Y | +97.9% | -34.3% | +132.2% | +109.8% |
| 3Y | +198.0% | -8.2% | +206.2% | +194.3% |
| 5Y | +151.8% | -25.4% | +177.2% | +154.8% |
| 10Y | +514.1% | +115.6% | +398.6% | +407.0% |
| All | +594.1% | +10,686.1% | -10,092.0% | +222.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling