-22.4%
TYL vs EFV
+87.6%
-110.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.9% | -1.4% |
| 7D | +6.7% | -0.7% | +7.3% | +7.1% |
| 30D | +26.5% | +0.9% | +25.7% | +25.9% |
| 3M | +37.3% | -3.6% | +40.8% | +40.2% |
| 6M | +31.2% | +2.5% | +28.6% | +28.4% |
| YTD | -7.4% | +13.2% | -20.6% | -16.3% |
| 1Y | -9.6% | +20.3% | -29.9% | -22.2% |
| 3Y | +1.9% | +84.9% | -83.0% | -39.8% |
| All | -22.4% | +87.6% | -110.0% | -54.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling