+12,767.1%
TYL vs EME
+52,948.1%
-40,181.0%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +7.3% | -7.9% | -2.3% |
| 7D | +3.5% | -4.4% | +7.9% | +4.1% |
| 30D | +26.9% | -17.3% | +44.1% | +31.8% |
| 3M | +33.8% | -20.0% | +53.9% | +39.4% |
| 6M | +28.8% | -29.1% | +57.9% | +36.1% |
| YTD | -7.9% | +6.9% | -14.8% | -13.5% |
| 1Y | -9.8% | +0.8% | -10.5% | -14.1% |
| 3Y | +1.2% | +214.4% | -213.2% | -32.1% |
| 5Y | -22.8% | +404.2% | -427.0% | -54.7% |
| 10Y | +168.8% | +941.9% | -773.1% | +22.7% |
| All | +12,767.1% | +52,948.1% | -40,181.0% | +3,177.9% |
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 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