-22.5%
TYL vs EL
-64.6%
+42.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | +4.3% | +7.6% | -3.3% | +2.5% |
| 30D | +28.0% | +15.7% | +12.3% | +23.6% |
| 3M | +32.3% | +30.5% | +1.8% | +23.9% |
| 6M | +29.9% | +32.5% | -2.6% | +20.7% |
| YTD | -7.1% | +9.4% | -16.6% | -11.1% |
| 1Y | -9.2% | +28.4% | -37.6% | -16.9% |
| 3Y | +0.7% | +4.4% | -3.7% | -9.6% |
| All | -22.5% | -64.6% | +42.1% | +20.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling