+1,291.2%
ET vs TYL
+4,430.2%
-3,139.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.1% | -1.8% |
| 7D | -8.1% | +15.1% | -23.2% | -11.5% |
| 30D | -7.5% | +30.1% | -37.5% | -14.0% |
| 3M | -4.1% | +40.4% | -44.5% | -13.0% |
| 6M | -2.7% | +31.3% | -33.9% | -10.8% |
| YTD | +22.6% | -5.2% | +27.8% | +21.3% |
| 1Y | +22.0% | -6.6% | +28.6% | +21.1% |
| 3Y | +72.8% | +3.4% | +69.4% | +63.8% |
| 5Y | +201.4% | -19.3% | +220.7% | +197.9% |
| 10Y | +211.8% | +178.1% | +33.6% | +101.6% |
| All | +1,291.2% | +4,430.2% | -3,139.0% | +342.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling