+12,412.3%
TYL vs EAT
+11,644.8%
+767.5%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.6% | -4.6% | -4.1% |
| 7D | -3.7% | 0.0% | -3.7% | -3.7% |
| 30D | +18.7% | +1.9% | +16.9% | +18.0% |
| 3M | +18.1% | +68.7% | -50.5% | +8.1% |
| 6M | -1.1% | +66.9% | -68.0% | -10.0% |
| YTD | -19.8% | +60.4% | -80.2% | -26.8% |
| 1Y | -34.3% | +44.0% | -78.3% | -39.3% |
| 3Y | -8.2% | +604.7% | -612.9% | -36.8% |
| 5Y | -25.4% | +347.0% | -372.4% | -46.4% |
| 10Y | +115.6% | +390.8% | -275.2% | +33.5% |
| All | +12,412.3% | +11,644.8% | +767.5% | +3,091.3% |
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