+104.9%
TYL vs EME
+1,278.1%
-1,173.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.5% | -7.0% | -4.8% |
| 7D | -7.6% | +5.2% | -12.8% | -8.4% |
| 30D | +11.3% | -5.4% | +16.7% | +12.1% |
| 3M | +14.5% | -6.1% | +20.6% | +14.6% |
| 6M | -7.1% | +9.7% | -16.8% | -10.7% |
| YTD | -23.4% | +26.6% | -50.0% | -29.0% |
| 1Y | -38.6% | +24.6% | -63.2% | -43.5% |
| 3Y | -11.3% | +249.6% | -260.9% | -40.4% |
| 5Y | -28.0% | +556.6% | -584.5% | -59.7% |
| 10Y | +104.9% | +1,286.6% | -1,181.8% | -4.6% |
| All | +104.9% | +1,278.1% | -1,173.2% | -4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 10y: compounded portfolio wealth divided by compounded EME 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…
10y analysis · Full analysis span regression · 6 months rolling