+168.8%
TYL vs EL
+63.1%
+105.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.8% | -3.4% | -1.3% |
| 7D | +3.5% | +8.0% | -4.5% | +1.4% |
| 30D | +26.9% | +15.4% | +11.5% | +22.2% |
| 3M | +33.8% | +28.5% | +5.3% | +24.8% |
| 6M | +28.8% | +32.2% | -3.4% | +18.8% |
| YTD | -7.9% | +9.2% | -17.1% | -12.3% |
| 1Y | -9.8% | +30.8% | -40.6% | -18.6% |
| 3Y | +1.2% | +3.7% | -2.5% | -9.1% |
| 5Y | -22.8% | -64.8% | +42.0% | +1.5% |
| 10Y | +168.8% | +60.0% | +108.8% | +119.0% |
| All | +168.8% | +63.1% | +105.8% | +119.0% |
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