+161.1%
ET vs TYL
+182.7%
-21.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +0.9% | +1.6% |
| 7D | -1.9% | +4.3% | -6.2% | -2.7% |
| 30D | -3.1% | +28.0% | -31.0% | -8.0% |
| 3M | -3.9% | +32.3% | -36.3% | -9.8% |
| 6M | +4.0% | +29.9% | -25.9% | -2.5% |
| YTD | +26.4% | -7.1% | +33.5% | +26.8% |
| 1Y | +24.9% | -9.2% | +34.1% | +25.9% |
| 3Y | +85.2% | +0.7% | +84.5% | +79.3% |
| 5Y | +218.3% | -21.1% | +239.4% | +220.8% |
| All | +161.1% | +182.7% | -21.6% | +78.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 10y: compounded portfolio wealth divided by compounded TYL 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…
10y analysis · Full analysis span regression · 6 months rolling