-21.8%
TYL vs EAT
+362.5%
-384.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.9% | -1.9% | +0.5% |
| 7D | +0.5% | -8.9% | +9.5% | +2.0% |
| 30D | +25.2% | +3.4% | +21.8% | +24.0% |
| 3M | +31.8% | -9.3% | +41.1% | +32.8% |
| 6M | +36.3% | +43.8% | -7.5% | +25.9% |
| YTD | -6.3% | +39.9% | -46.1% | -13.8% |
| 1Y | -9.5% | +89.7% | -99.2% | -21.9% |
| 3Y | +1.6% | +491.3% | -489.6% | -38.5% |
| 5Y | -21.8% | +365.4% | -387.2% | -53.2% |
| All | -21.8% | +362.5% | -384.3% | -53.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling