+0.7%
TYL vs EAT
+477.9%
-477.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.1% | +4.9% | +1.1% |
| 7D | +4.3% | -5.9% | +10.2% | +4.7% |
| 30D | +28.0% | +0.7% | +27.3% | +27.7% |
| 3M | +32.3% | -14.2% | +46.6% | +33.3% |
| 6M | +29.9% | +40.7% | -10.8% | +25.6% |
| YTD | -7.1% | +36.0% | -43.1% | -10.4% |
| 1Y | -9.2% | +83.1% | -92.3% | -14.8% |
| 3Y | +0.7% | +474.8% | -474.1% | -11.1% |
| All | +0.7% | +477.9% | -477.2% | -11.1% |
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 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