+1,296.6%
ET vs TYL
+4,326.9%
-3,030.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +1.0% |
| 7D | -7.9% | +6.7% | -14.5% | -9.5% |
| 30D | -5.9% | +26.5% | -32.5% | -11.9% |
| 3M | -5.2% | +37.3% | -42.5% | -13.5% |
| 6M | +0.3% | +31.2% | -30.9% | -8.1% |
| YTD | +23.1% | -7.4% | +30.5% | +22.5% |
| 1Y | +22.7% | -9.6% | +32.3% | +22.9% |
| 3Y | +75.4% | +1.9% | +73.5% | +66.8% |
| 5Y | +202.6% | -21.1% | +223.7% | +200.8% |
| 10Y | +213.0% | +171.8% | +41.2% | +103.6% |
| All | +1,296.6% | +4,326.9% | -3,030.3% | +346.8% |
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