-22.4%
TYL vs EME
+358.3%
-380.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.2% | -4.5% | -2.4% |
| 7D | +6.7% | -10.5% | +17.1% | +7.4% |
| 30D | +26.5% | -22.4% | +49.0% | +29.0% |
| 3M | +37.3% | -24.7% | +62.0% | +40.1% |
| 6M | +31.2% | -35.5% | +66.6% | +36.7% |
| YTD | -7.4% | -0.3% | -7.0% | -12.5% |
| 1Y | -9.6% | -6.7% | -2.8% | -13.4% |
| 3Y | +1.9% | +190.6% | -188.7% | -42.8% |
| All | -22.4% | +358.3% | -380.6% | -68.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling