+187.5%
TYL vs EFV
+162.4%
+25.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.3% | -0.4% |
| 7D | -1.6% | +0.7% | -2.3% | -2.0% |
| 30D | +22.1% | +2.0% | +20.1% | +20.8% |
| 3M | +33.4% | -1.6% | +35.0% | +34.4% |
| 6M | +36.8% | +5.8% | +31.0% | +32.0% |
| YTD | -6.7% | +15.6% | -22.3% | -15.3% |
| 1Y | -9.2% | +19.0% | -28.2% | -19.1% |
| 3Y | +1.2% | +90.7% | -89.5% | -33.1% |
| 5Y | -23.0% | +92.8% | -115.8% | -49.5% |
| All | +187.5% | +162.4% | +25.1% | +62.8% |
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