-9.9%
TYL vs EL
+25.6%
-35.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +6.3% | -1.6% | +3.9% |
| 7D | +17.3% | +2.5% | +14.8% | +16.9% |
| 30D | +28.9% | +20.1% | +8.8% | +26.4% |
| 3M | +35.1% | +29.3% | +5.8% | +31.2% |
| 6M | +29.3% | +38.8% | -9.4% | +24.9% |
| YTD | -6.8% | +8.1% | -14.9% | -9.3% |
| 1Y | -9.9% | +22.3% | -32.2% | -10.7% |
| All | -9.9% | +25.6% | -35.5% | -10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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