+187.8%
TYL vs EAT
+320.8%
-133.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | +0.1% |
| 7D | +0.8% | -4.0% | +4.8% | +1.3% |
| 30D | +21.1% | -2.9% | +24.0% | +21.2% |
| 3M | +28.9% | -16.9% | +45.8% | +31.0% |
| 6M | +42.0% | +57.0% | -14.9% | +33.8% |
| YTD | -6.6% | +38.2% | -44.8% | -11.2% |
| 1Y | -9.1% | +69.3% | -78.4% | -15.7% |
| 3Y | +1.8% | +483.0% | -481.1% | -20.4% |
| 5Y | -22.9% | +364.1% | -387.1% | -39.8% |
| All | +187.8% | +320.8% | -133.0% | +114.1% |
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