+168.8%
TYL vs EAT
+375.0%
-206.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.4% |
| 7D | +3.5% | -3.9% | +7.4% | +4.0% |
| 30D | +26.9% | +5.0% | +21.9% | +25.9% |
| 3M | +33.8% | -9.6% | +43.5% | +34.6% |
| 6M | +28.8% | +46.8% | -17.9% | +22.4% |
| YTD | -7.9% | +41.8% | -49.7% | -12.6% |
| 1Y | -9.8% | +98.3% | -108.1% | -17.9% |
| 3Y | +1.2% | +503.1% | -501.9% | -21.1% |
| 5Y | -22.8% | +356.7% | -379.5% | -39.7% |
| 10Y | +168.8% | +349.8% | -181.0% | +97.3% |
| All | +168.8% | +375.0% | -206.2% | +97.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 10y: compounded portfolio wealth divided by compounded EAT 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…
10y analysis · Full analysis span regression · 6 months rolling