+85.2%
ET vs TYL
+1.8%
+83.4%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +0.9% | +1.7% |
| 7D | -1.9% | +4.3% | -6.2% | -2.2% |
| 30D | -3.1% | +28.0% | -31.0% | -5.1% |
| 3M | -3.9% | +32.3% | -36.3% | -6.4% |
| 6M | +4.0% | +29.9% | -25.9% | +1.3% |
| YTD | +26.4% | -7.1% | +33.5% | +28.9% |
| 1Y | +24.9% | -9.2% | +34.1% | +27.8% |
| 3Y | +85.2% | +0.7% | +84.5% | +90.1% |
| All | +85.2% | +1.8% | +83.4% | +90.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling