-22.4%
TYL vs EAT
+361.6%
-384.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.9% | +0.6% | -1.8% |
| 7D | +6.7% | -2.6% | +9.3% | +7.1% |
| 30D | +26.5% | +11.5% | +15.1% | +23.8% |
| 3M | +37.3% | -9.1% | +46.4% | +38.4% |
| 6M | +31.2% | +40.4% | -9.3% | +21.8% |
| YTD | -7.4% | +43.9% | -51.3% | -15.2% |
| 1Y | -9.6% | +101.9% | -111.5% | -22.9% |
| 3Y | +1.9% | +489.9% | -488.0% | -38.0% |
| All | -22.4% | +361.6% | -384.0% | -53.7% |
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