+1.8%
TYL vs EFV
+91.8%
-89.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | +0.8% | +2.5% | -1.7% | +0.2% |
| 30D | +21.1% | +2.9% | +18.2% | +20.2% |
| 3M | +28.9% | -1.4% | +30.3% | +29.3% |
| 6M | +42.0% | +5.5% | +36.5% | +39.7% |
| YTD | -6.6% | +16.1% | -22.7% | -12.3% |
| 1Y | -9.1% | +20.3% | -29.3% | -16.3% |
| 3Y | +1.8% | +90.4% | -88.6% | -23.2% |
| All | +1.8% | +91.8% | -89.9% | -23.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling