+14,355.3%
TYL vs EAT
+10,438.3%
+3,917.1%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +24.0% |
| 3M | +37.3% | -9.1% | +46.4% | +38.3% |
| 6M | +31.2% | +40.4% | -9.3% | +22.7% |
| YTD | -7.4% | +43.9% | -51.3% | -14.3% |
| 1Y | -9.6% | +101.9% | -111.5% | -21.1% |
| 3Y | +1.9% | +489.9% | -488.0% | -28.0% |
| 5Y | -21.1% | +362.6% | -383.8% | -43.7% |
| 10Y | +171.8% | +385.7% | -213.9% | +67.4% |
| All | +14,355.3% | +10,438.3% | +3,917.1% | +3,632.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling