+4.3%
TYL vs EL
+1.5%
+2.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.9% | +5.6% | +2.1% |
| 7D | +15.1% | -1.1% | +16.2% | +15.2% |
| 30D | +30.1% | +15.3% | +14.8% | +28.1% |
| 3M | +40.4% | +24.2% | +16.2% | +37.0% |
| 6M | +31.3% | +30.9% | +0.4% | +27.3% |
| YTD | -5.2% | +3.9% | -9.1% | -6.6% |
| 1Y | -6.6% | +19.9% | -26.5% | -9.4% |
| All | +4.3% | +1.5% | +2.8% | -2.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling