+235.9%
ET vs TYL
-25.2%
+261.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.0% | +4.3% | +0.8% |
| 7D | +0.9% | -3.7% | +4.6% | +1.4% |
| 30D | +7.5% | +18.7% | -11.3% | +4.7% |
| 3M | +11.4% | +18.1% | -6.7% | +8.4% |
| 6M | +18.5% | -1.1% | +19.7% | +18.3% |
| YTD | +37.4% | -19.8% | +57.2% | +41.6% |
| 1Y | +30.9% | -34.3% | +65.3% | +40.0% |
| 3Y | +98.7% | -8.2% | +107.0% | +98.1% |
| All | +235.9% | -25.2% | +261.1% | +225.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling