-38.6%
TYL vs EFV
+28.1%
-66.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.7% | -3.8% | -4.6% |
| 7D | -7.6% | +1.0% | -8.6% | -7.4% |
| 30D | +11.3% | +0.2% | +11.2% | +11.4% |
| 3M | +14.5% | +9.6% | +4.9% | +17.2% |
| 6M | -7.1% | +14.0% | -21.2% | -4.8% |
| YTD | -23.4% | +18.5% | -41.8% | -23.8% |
| 1Y | -38.6% | +27.9% | -66.5% | -42.0% |
| All | -38.6% | +28.1% | -66.7% | -42.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling