-22.4%
TYL vs EL
-66.1%
+43.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.2% | -4.5% | -2.8% |
| 7D | +6.7% | +0.8% | +5.9% | +6.4% |
| 30D | +26.5% | +16.5% | +10.0% | +22.1% |
| 3M | +37.3% | +29.2% | +8.1% | +28.9% |
| 6M | +31.2% | +27.9% | +3.2% | +22.9% |
| YTD | -7.4% | +6.2% | -13.6% | -10.7% |
| 1Y | -9.6% | +27.2% | -36.7% | -17.1% |
| 3Y | +1.9% | +3.2% | -1.3% | -8.7% |
| All | -22.4% | -66.1% | +43.8% | +23.3% |
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 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