-24.8%
ETHA vs TYL
-10.1%
-14.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +4.7% | +1.0% | +5.5% |
| 7D | +2.1% | +17.3% | -15.1% | +1.5% |
| 30D | -10.7% | +28.9% | -39.6% | -11.8% |
| 3M | +29.0% | +35.1% | -6.1% | +27.3% |
| 6M | +2.7% | +29.3% | -26.6% | +2.0% |
| YTD | -18.7% | -6.8% | -11.9% | -24.9% |
| 1Y | -24.8% | -9.9% | -14.9% | -33.4% |
| All | -24.8% | -10.1% | -14.8% | -33.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling