+1.9%
TYL vs EAT
+486.0%
-484.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.9% | +0.6% | -2.1% |
| 7D | +6.7% | -2.6% | +9.3% | +6.8% |
| 30D | +26.5% | +11.5% | +15.1% | +25.5% |
| 3M | +37.3% | -9.1% | +46.4% | +37.8% |
| 6M | +31.2% | +40.4% | -9.3% | +27.0% |
| YTD | -7.4% | +43.9% | -51.3% | -10.9% |
| 1Y | -9.6% | +101.9% | -111.5% | -15.7% |
| 3Y | +1.9% | +489.9% | -488.0% | -9.9% |
| All | +1.9% | +486.0% | -484.1% | -9.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling