+104.9%
TYL vs EFV
+163.3%
-58.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.7% | -3.8% | -4.1% |
| 7D | -7.6% | +1.0% | -8.6% | -8.1% |
| 30D | +11.3% | +0.2% | +11.2% | +11.2% |
| 3M | +14.5% | +9.6% | +4.9% | +8.6% |
| 6M | -7.1% | +14.0% | -21.2% | -14.5% |
| YTD | -23.4% | +18.5% | -41.8% | -31.3% |
| 1Y | -38.6% | +27.9% | -66.5% | -47.5% |
| 3Y | -11.3% | +92.4% | -103.7% | -41.5% |
| 5Y | -28.0% | +97.2% | -125.1% | -53.3% |
| 10Y | +104.9% | +163.0% | -58.2% | +12.3% |
| All | +104.9% | +163.3% | -58.5% | +12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 10y: compounded portfolio wealth divided by compounded EFV 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…
10y analysis · Full analysis span regression · 6 months rolling