+11,100.9%
TYL vs EME
+61,143.5%
-50,042.6%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.7% | -5.8% | -4.4% |
| 7D | -3.7% | +1.9% | -5.6% | -4.1% |
| 30D | +18.7% | -8.3% | +27.0% | +20.9% |
| 3M | +18.1% | -10.7% | +28.9% | +19.4% |
| 6M | -1.1% | +1.9% | -3.0% | -4.2% |
| YTD | -19.8% | +23.5% | -43.3% | -26.5% |
| 1Y | -34.3% | +18.0% | -52.3% | -39.8% |
| 3Y | -8.2% | +236.1% | -244.3% | -38.6% |
| 5Y | -25.4% | +527.9% | -553.3% | -58.2% |
| 10Y | +115.6% | +1,252.8% | -1,137.2% | -7.1% |
| All | +11,100.9% | +61,143.5% | -50,042.6% | +2,685.3% |
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