+452.2%
EWT vs TYL
+12,361.0%
-11,908.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.3% | +6.2% | +4.3% |
| 7D | -11.7% | +6.7% | -18.4% | -12.8% |
| 30D | -23.2% | +26.5% | -49.8% | -26.7% |
| 3M | -12.5% | +37.3% | -49.8% | -17.9% |
| 6M | -5.9% | +31.2% | -37.1% | -11.9% |
| YTD | +40.5% | -7.4% | +47.8% | +39.3% |
| 1Y | +43.7% | -9.6% | +53.3% | +43.1% |
| 3Y | +136.6% | +1.9% | +134.7% | +128.5% |
| 5Y | +105.1% | -21.1% | +126.2% | +104.5% |
| 10Y | +387.0% | +171.8% | +215.2% | +283.9% |
| All | +452.2% | +12,361.0% | -11,908.9% | +148.7% |
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