+1,458.7%
ET vs TYL
+3,731.9%
-2,273.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.0% | +4.3% | +1.3% |
| 7D | +0.9% | -3.7% | +4.6% | +1.9% |
| 30D | +7.5% | +18.7% | -11.3% | +2.5% |
| 3M | +11.4% | +18.1% | -6.7% | +5.8% |
| 6M | +18.5% | -1.1% | +19.7% | +17.5% |
| YTD | +37.4% | -19.8% | +57.2% | +42.8% |
| 1Y | +30.9% | -34.3% | +65.3% | +43.6% |
| 3Y | +98.7% | -8.2% | +107.0% | +94.8% |
| 5Y | +230.7% | -25.4% | +256.1% | +233.6% |
| 10Y | +175.6% | +115.6% | +60.0% | +92.4% |
| All | +1,458.7% | +3,731.9% | -2,273.2% | +420.8% |
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