-9.1%
TYL vs EL
+23.3%
-32.4%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | 0.0% |
| 7D | +0.8% | +1.5% | -0.7% | +0.6% |
| 30D | +21.1% | +10.0% | +11.1% | +19.7% |
| 3M | +28.9% | +28.4% | +0.5% | +25.2% |
| 6M | +42.0% | +37.1% | +5.0% | +37.2% |
| YTD | -6.6% | +7.8% | -14.4% | -9.1% |
| 1Y | -9.1% | +26.0% | -35.1% | -10.5% |
| All | -9.1% | +23.3% | -32.4% | -10.5% |
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