+0.7%
TYL vs EL
+3.4%
-2.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | +4.3% | +7.6% | -3.3% | +3.5% |
| 30D | +28.0% | +15.7% | +12.3% | +25.9% |
| 3M | +32.3% | +30.5% | +1.8% | +28.4% |
| 6M | +29.9% | +32.5% | -2.6% | +25.7% |
| YTD | -7.1% | +9.4% | -16.6% | -9.0% |
| 1Y | -9.2% | +28.4% | -37.6% | -12.6% |
| 3Y | +0.7% | +4.4% | -3.7% | -6.2% |
| All | +0.7% | +3.4% | -2.7% | -6.2% |
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