+12,840.3%
TYL vs EME
+49,337.3%
-36,497.0%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.2% | -4.5% | -2.8% |
| 7D | +6.7% | -10.5% | +17.1% | +9.0% |
| 30D | +26.5% | -22.4% | +49.0% | +33.5% |
| 3M | +37.3% | -24.7% | +62.0% | +45.2% |
| 6M | +31.2% | -35.5% | +66.6% | +41.8% |
| YTD | -7.4% | -0.3% | -7.0% | -11.4% |
| 1Y | -9.6% | -6.7% | -2.8% | -12.2% |
| 3Y | +1.9% | +190.6% | -188.7% | -30.3% |
| 5Y | -21.1% | +367.3% | -388.4% | -52.8% |
| 10Y | +171.8% | +954.5% | -782.7% | +23.4% |
| All | +12,840.3% | +49,337.3% | -36,497.0% | +3,254.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling