-24.8%
TYL vs EFV
+96.9%
-121.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.1% | -3.9% | -3.9% |
| 7D | -3.7% | +1.5% | -5.2% | -4.5% |
| 30D | +18.7% | +1.7% | +17.0% | +17.5% |
| 3M | +18.1% | +8.6% | +9.5% | +12.0% |
| 6M | -1.1% | +11.7% | -12.8% | -8.6% |
| YTD | -19.8% | +19.3% | -39.1% | -29.8% |
| 1Y | -34.3% | +30.2% | -64.5% | -46.3% |
| 3Y | -8.2% | +91.6% | -99.8% | -46.3% |
| All | -24.8% | +96.9% | -121.6% | -57.9% |
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