+24.8%
ET vs TYL
-9.5%
+34.3%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +0.9% | +1.8% |
| 7D | -1.9% | +4.3% | -6.2% | -1.8% |
| 30D | -3.1% | +28.0% | -31.0% | -3.0% |
| 3M | -3.9% | +32.3% | -36.3% | -3.9% |
| 6M | +4.0% | +29.9% | -25.9% | +4.0% |
| YTD | +26.4% | -7.1% | +33.5% | +24.3% |
| All | +24.8% | -9.5% | +34.3% | +22.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling