-7.2%
TYL vs EL
-31.7%
+24.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +3.0% | -7.0% | -4.4% |
| 7D | -3.7% | +0.8% | -4.5% | -3.8% |
| 30D | +18.7% | +19.8% | -1.1% | +16.1% |
| 3M | +18.1% | +25.7% | -7.6% | +14.9% |
| 6M | -1.1% | +5.4% | -6.6% | -2.4% |
| YTD | -19.8% | +0.2% | -20.0% | -20.7% |
| 1Y | -34.3% | +20.4% | -54.8% | -36.6% |
| All | -7.2% | -31.7% | +24.5% | -7.4% |
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 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