+187.8%
TYL vs EL
+62.2%
+125.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.2% |
| 7D | +0.8% | +1.5% | -0.7% | +0.4% |
| 30D | +21.1% | +10.0% | +11.1% | +18.1% |
| 3M | +28.9% | +28.4% | +0.5% | +20.3% |
| 6M | +42.0% | +37.1% | +5.0% | +29.7% |
| YTD | -6.6% | +7.8% | -14.4% | -10.8% |
| 1Y | -9.1% | +26.0% | -35.1% | -17.1% |
| 3Y | +1.8% | +3.8% | -2.0% | -8.7% |
| 5Y | -22.9% | -65.2% | +42.3% | +1.5% |
| All | +187.8% | +62.2% | +125.6% | +138.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling