-9.2%
TYL vs EL
+30.6%
-39.8%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | +4.3% | +7.6% | -3.3% | +3.4% |
| 30D | +28.0% | +15.7% | +12.3% | +25.8% |
| 3M | +32.3% | +30.5% | +1.8% | +28.3% |
| 6M | +29.9% | +32.5% | -2.6% | +25.5% |
| YTD | -7.1% | +9.4% | -16.6% | -9.7% |
| 1Y | -9.2% | +28.4% | -37.6% | -10.4% |
| All | -9.2% | +30.6% | -39.8% | -10.4% |
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 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