-10.0%
TYL vs EME
-1.5%
-8.4%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +7.3% | -7.9% | +1.8% |
| 7D | +3.5% | -4.4% | +7.9% | +2.4% |
| 30D | +26.9% | -17.3% | +44.1% | +20.2% |
| 3M | +33.8% | -20.0% | +53.9% | +25.8% |
| 6M | +28.8% | -29.1% | +57.9% | +17.6% |
| YTD | -7.9% | +6.9% | -14.8% | -7.8% |
| All | -10.0% | -1.5% | -8.4% | -10.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling