-38.9%
ETHA vs TYL
-21.0%
-18.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.6% | -3.9% | -4.4% |
| 7D | -5.3% | +3.5% | -8.8% | -5.9% |
| 30D | -14.2% | +26.9% | -41.1% | -18.1% |
| 3M | +10.7% | +33.8% | -23.1% | +4.5% |
| 6M | -8.4% | +28.8% | -37.2% | -13.1% |
| YTD | -28.6% | -7.9% | -20.7% | -25.4% |
| 1Y | -38.8% | -9.8% | -29.1% | -35.9% |
| All | -38.9% | -21.0% | -18.0% | -31.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling