+43.8%
EXC vs TYL
-21.3%
+65.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.3% | -1.7% |
| 7D | -1.2% | +6.7% | -7.8% | -1.9% |
| 30D | +10.0% | +26.5% | -16.6% | +7.1% |
| 3M | +1.6% | +37.3% | -35.7% | -2.0% |
| 6M | +3.3% | +31.2% | -27.9% | -0.2% |
| YTD | +7.6% | -7.4% | +14.9% | +8.7% |
| 1Y | +3.5% | -9.6% | +13.0% | +4.9% |
| 3Y | +27.7% | +1.9% | +25.8% | +24.3% |
| All | +43.8% | -21.3% | +65.2% | +41.1% |
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